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Uniform Bias Study And Bahadur Representation For Local Polynomial Estimators Of The Conditional Quantile Function

Citations

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Cited by:

  1. David M. Kaplan & Matt Goldman, 2015. "Nonparametric inference on conditional quantile differences and linear combinations, using L-statistics," Working Papers 1503, Department of Economics, University of Missouri.
  2. Kaplan, David M., 2015. "Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion," Journal of Econometrics, Elsevier, vol. 185(1), pages 20-32.
  3. Qu, Zhongjun & Yoon, Jungmo, 2015. "Nonparametric estimation and inference on conditional quantile processes," Journal of Econometrics, Elsevier, vol. 185(1), pages 1-19.
  4. Belloni, Alexandre & Chernozhukov, Victor & Chetverikov, Denis & Fernández-Val, Iván, 2019. "Conditional quantile processes based on series or many regressors," Journal of Econometrics, Elsevier, vol. 213(1), pages 4-29.
  5. Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers CWP01/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  6. Tomasz Olma, 2021. "Nonparametric Estimation of Truncated Conditional Expectation Functions," Papers 2109.06150, arXiv.org.
  7. Arie Beresteanu, 2016. "Quantile Regression with Interval Data," Working Paper 5991, Department of Economics, University of Pittsburgh.
  8. Joel L. Horowitz & Anand Krishnamurthy, 2017. "A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions," CeMMAP working papers 01/17, Institute for Fiscal Studies.
  9. Lee, Sokbae & Song, Kyungchul & Whang, Yoon-Jae, 2018. "Testing For A General Class Of Functional Inequalities," Econometric Theory, Cambridge University Press, vol. 34(5), pages 1018-1064, October.
  10. Fan, Yanqin & Liu, Ruixuan, 2016. "A direct approach to inference in nonparametric and semiparametric quantile models," Journal of Econometrics, Elsevier, vol. 191(1), pages 196-216.
  11. David M. Kaplan, 2013. "IDEAL Inference on Conditional Quantiles via Interpolated Duals of Exact Analytic L-statistics," Working Papers 1316, Department of Economics, University of Missouri.
  12. Nathalie Gimenes & Emmanuel Guerre, 2016. "Quantile methods for first-price auction: A signal approach," Working Papers, Department of Economics 2016_23, University of São Paulo (FEA-USP).
  13. Daniel Hlubinka & Lukáš Kotík & Miroslav Šiman, 2022. "Multivariate quantiles with both overall and directional probability interpretation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1586-1604, December.
  14. Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta, 2021. "Smoothing Quantile Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 338-357, January.
  15. Shih-Kang Chao & Katharina Proksch & Holger Dette & Wolfgang Karl Härdle, 2017. "Confidence Corridors for Multivariate Generalized Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 70-85, January.
  16. Eliana Christou & Annabel Settle & Andreas Artemiou, 2021. "Nonlinear dimension reduction for conditional quantiles," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(4), pages 937-956, December.
  17. Enache, Andreea & Florens, Jean-Pierre, 2020. "Quantile Analysis of "Hazard-Rate" Game Models," TSE Working Papers 20-1117, Toulouse School of Economics (TSE).
  18. Sokbae (Simon) Lee & Kyungchui (Kevin) Song & Yoon-Jae Whang, 2014. "Testing for a general class of functional inequalities," CeMMAP working papers 09/14, Institute for Fiscal Studies.
  19. Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid, 2022. "Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach," LIDAM Discussion Papers ISBA 2022035, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  20. Nathalie Gimenes & Emmanuel Guerre, 2019. "Quantile regression methods for first-price auctions," Papers 1909.05542, arXiv.org, revised Sep 2020.
  21. Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
  22. Nathalie Gimenes, 2014. "Econometrics of Ascending Auctions by Quantile Regression," Working Papers, Department of Economics 2014_25, University of São Paulo (FEA-USP).
  23. Pasha Andreyanov & Grigory Franguridi, 2021. "Nonparametric inference on counterfactuals in first-price auctions," Papers 2106.13856, arXiv.org, revised Jun 2022.
  24. Christou, Eliana & Akritas, Michael G., 2016. "Single index quantile regression for heteroscedastic data," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 169-182.
  25. Fan, Yanqin & Guerre, Emmanuel & Zhu, Dongming, 2017. "Partial identification of functionals of the joint distribution of “potential outcomes”," Journal of Econometrics, Elsevier, vol. 197(1), pages 42-59.
  26. Andreea Enache & Jean-Pierre Florens, 2020. "Identification and Estimation in a Third-Price Auction Model," Post-Print hal-02929530, HAL.
  27. Zhao, Weihua & Lian, Heng, 2017. "Quantile index coefficient model with variable selection," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 40-58.
  28. Mammen, Enno & Van Keilegom, Ingrid & Yu, Kyusang, 2013. "Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing," LIDAM Discussion Papers ISBA 2013027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  29. Rothe, Christoph & Wied, Dominik, 2020. "Estimating derivatives of function-valued parameters in a class of moment condition models," Journal of Econometrics, Elsevier, vol. 217(1), pages 1-19.
  30. Valentina Corradi & Daniel Gutknecht, 2019. "Testing for Quantile Sample Selection," Papers 1907.07412, arXiv.org, revised Jan 2021.
  31. Gimenes, Nathalie & Guerre, Emmanuel, 2022. "Quantile regression methods for first-price auctions," Journal of Econometrics, Elsevier, vol. 226(2), pages 224-247.
  32. Enache, Andreea & Florens, Jean-Pierre, 2019. "Identification and Estimation in a Third-Price Auction Model," TSE Working Papers 19-989, Toulouse School of Economics (TSE).
  33. Chiang, Harold D. & Sasaki, Yuya, 2019. "Causal inference by quantile regression kink designs," Journal of Econometrics, Elsevier, vol. 210(2), pages 405-433.
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