Self-consistent estimation of censored quantile regression
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DOI: 10.1016/j.jmva.2011.10.005
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Cited by:
- Joao M.C. Santos Silva & Rainer Winkelmann, 2024. "MisspecifiÂ…ed Exponential Regressions: Estimation, Interpretation, and Average Marginal Effects," School of Economics Discussion Papers 0124, School of Economics, University of Surrey.
- Bo Wei & Limin Peng & Mei‐Jie Zhang & Jason P. Fine, 2021. "Estimation of causal quantile effects with a binary instrumental variable and censored data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 559-578, July.
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Keywords
Censoring; Martingale; Regression quantile; Self-consistency; Stochastic integral equation;All these keywords.
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