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Asymptotics for censored regression quantiles

✍ Scribed by Portnoy, Stephen; Lin, Guixian

Book ID
111652856
Publisher
Taylor and Francis Group
Year
2010
Tongue
English
Weight
163 KB
Volume
22
Category
Article
ISSN
1048-5252

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πŸ“œ SIMILAR VOLUMES

Censored regression quantiles
Censored regression quantiles
✍ James L. Powell πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 775 KB
Censored regression quantiles
Censored regression quantiles
✍ James L. Powell πŸ“‚ Article πŸ“… 1986 πŸ› Elsevier Science 🌐 English βš– 775 KB

The object of this paper is to demonstrate how the LAD estimation method for the censored regression model can be extended to more general quantiles. In this paper. the fo:m of the conditional quantiles for the censored regression models is heuristically derived and discussed. The resulting estimato