On estimating conditional quantiles and distribution functions
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 38 (2002)
Issue (Month): 4 (February)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Antoch, J. & Janssen, P., 1989. "Nonparametric regression M-quantiles," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 355-362, September.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Franco Peracchi, 2002. "The European Community Household Panel: A review," Empirical Economics, Springer, vol. 27(1), pages 63-90.
- Powell, James L., 1984. "Least absolute deviations estimation for the censored regression model," Journal of Econometrics, Elsevier, vol. 25(3), pages 303-325, July.
- Van Kerm, Philippe, 2009.
"Generalized measures of wage differentials,"
IRISS Working Paper Series
2009-08, IRISS at CEPS/INSTEAD.
- Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010.
"Asymptotically Efficient Estimation of the Conditional Expected Shortfall,"
EIEF Working Papers Series
1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
- Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
- Franco Peracchi & Andrei V. Tanase, 2008. "On estimating the conditional expected shortfall," CEIS Research Paper 122, Tor Vergata University, CEIS, revised 14 Jul 2008.
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