Quantile regression estimates for a class of linear and partially linear errors-in-variables models
AbstractWe consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but otherwise unknown, the regression quantile estimates based on orthogonal residuals are shown to be consistent and asymptotically normal. We also extend the work to partially linear models when the response is related to some additional covariate. --
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes in its series SFB 373 Discussion Papers with number 1997,103.
Date of creation: 1997
Date of revision:
semiparametric model; Kernel; linear regression; errors-in-variables; regression quantile;
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.:
- He, Xuming & Shi, Peide, 1996. "Bivariate Tensor-Product B-Splines in a Partly Linear Model," Journal of Multivariate Analysis, Elsevier, vol. 58(2), pages 162-181, August.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Hua, Liang & Ping, Cheng, 1993. "Second order asymptotic efficiency in a partial linear model," Statistics & Probability Letters, Elsevier, vol. 18(1), pages 73-84, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (ZBW - German National Library of Economics).
If references are entirely missing, you can add them using this form.