1. Nonparametric inference for extremal conditional quantiles. (2021). Otsu, Taisuke ; Kurisu, Daisuke.
   In: STICERD - Econometrics Paper Series.
   RePEc:cep:stiecm:616.

   Full description at Econpapers || Download paper

1. Arcones, M. A. (1997) The law of the iterated logarithm for a triangular array of empirical process, Electronic Journal of Probability, 2, 1-39.
   Paper not yet in RePEc: Add citation now
   
2. Bosq, D. (1998) Nonparametric Statistics for Stochastic Processes, Springer.
   Paper not yet in RePEc: Add citation now
   
3. Chaudhuri, P. (1991a) Nonparametric estimates of regression quantiles and their local Bahadur representation, Annals of Statistics, 19, 760-777.
   Paper not yet in RePEc: Add citation now
   

4. Chaudhuri, P. (1991b) Global nonparametric estimation of conditional quantile functions and their derivatives, Journal of Multivariate Analysis, 39, 246-269.

5. Chernozhukov, V. (1998) Nonparametric extreme regression quantiles, Working paper.
   Paper not yet in RePEc: Add citation now
   

6. Chernozhukov, V. (2005) Extremal quantile regression, Annals of Statistics, 33, 806-839.

7. Fan, J. and I. Gijbels (1996) Local Polynomial Modelling and Its Applications, Chapman & Hall.
   Paper not yet in RePEc: Add citation now
   

8. Feigin, P. D. and S. I. Resnick (1994) Limit distributions for linear programming time series estimators, Stochastic Process and Its Applications, 51, 135-165.

9. Knight, K. (1999) Epi-convergence and stochastic equisemicontinuity, Working paper.
   Paper not yet in RePEc: Add citation now
   
10. Knight, K. (2001) Limiting distributions of linear programming estimators, Extremes, 4, 87-103.
    Paper not yet in RePEc: Add citation now
    
11. Koenker, R. (2005) Quantile Regression, Cambridge University Press.
    Paper not yet in RePEc: Add citation now
    
12. Koenker, R. and G. S. Bassett (1978) Regression quantiles, Econometrica, 46,33-50.
    Paper not yet in RePEc: Add citation now
    
13. Newey, W. K. and D. L. McFadden (1994) Large sample estimation and hypothesis testing, in: R. F. Engle and D. L. McFadden, eds., Handbook of Econometrics, Vol. IV, ch. 36, Elsevier, Amsterdam.
    Paper not yet in RePEc: Add citation now
    
14. Portnoy, S. and J. Jurečková (1999) On extreme regression quantiles, Extremes, 2, 227-243.
    Paper not yet in RePEc: Add citation now
    
15. Smith, R. L. (1994) Nonregular regression, Biometrika, 81, 173-183.
    Paper not yet in RePEc: Add citation now
    
16. van der Vaart, A. W. and J. A. Wellner (1996) Weak Convergence and Empirical Processes, Springer-Verlag, New York. Eller College of Management, University of Arizona. Email address: ichimura@email.arizona.edu Department of Economics, London School of Economics, Houghton Street, London, WC2A 2AE, UK. Email address: t.otsu@lse.ac.uk Department of Economics, Yale University, 37 Hillhouse Avenue, New Haven, CT 06511, USA. Email address: joseph.altonji@yale.edu
    Paper not yet in RePEc: Add citation now
    

1. Inference for extremal regression with dependent heavy-tailed data. (2023). Usseglio-Carleve, Antoine ; Stupfler, Gilles Claude ; Daouia, Abdelaati.
   In: Post-Print.
   RePEc:hal:journl:hal-04554050.

   Full description at Econpapers || Download paper

2. Inference for extremal regression with dependent heavy-tailed data. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Daouia, Abdelaati.
   In: TSE Working Papers.
   RePEc:tse:wpaper:126785.

   Full description at Econpapers || Download paper

3. Identification and estimation of a heteroskedastic censored regression model with random coefficient dummy endogenous regressors. (2022). Zhang, Zhengyu ; Wang, Lei ; Guo, Jing.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000451.

   Full description at Econpapers || Download paper

4. .

   Full description at Econpapers || Download paper

5. Hypothesis testing of varying coefficients for regional quantiles. (2021). Park, Seyoung ; Lee, Eun Ryung.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:159:y:2021:i:c:s0167947321000384.

   Full description at Econpapers || Download paper

6. Estimating derivatives of function-valued parameters in a class of moment condition models. (2020). Wied, Dominik ; Rothe, Christoph.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:217:y:2020:i:1:p:1-19.

   Full description at Econpapers || Download paper

7. Conditional quantile processes based on series or many regressors. (2019). Fernandez-Val, Ivan ; Chetverikov, Denis ; Chernozhukov, Victor ; Belloni, Alexandre.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:213:y:2019:i:1:p:4-29.

   Full description at Econpapers || Download paper

8. Simultaneous estimation of quantile regression functions using B-splines and total variation penalty. (2019). Koo, Ja-Yong ; Jhong, Jae-Hwan.
   In: Computational Statistics & Data Analysis.
   RePEc:eee:csdana:v:133:y:2019:i:c:p:228-244.

   Full description at Econpapers || Download paper

9. Computation and application of robust data-driven bandwidth selection for gradient function estimation. (2019). Sun, Qiankun ; Xie, Qichang.
   In: Applied Mathematics and Computation.
   RePEc:eee:apmaco:v:361:y:2019:i:c:p:274-293.

   Full description at Econpapers || Download paper

10. Nonparametric intermediate order regression quantiles. (2019). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph .
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:608.

    Full description at Econpapers || Download paper

11. Distributional conformal prediction. (2019). Chernozhukov, Victor ; Wuthrich, Kaspar.
    In: Papers.
    RePEc:arx:papers:1909.07889.

    Full description at Econpapers || Download paper

12. A semiparametric quantile panel data model with an application to estimating the growth effect of FDI. (2018). CAI, ZONGWU ; Fang, Ying ; Chen, Linna .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:206:y:2018:i:2:p:531-553.

    Full description at Econpapers || Download paper

13. Bayesian non-parametric simultaneous quantile regression for complete and grid data. (2018). Das, Priyam ; Ghosal, Subhashis.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:127:y:2018:i:c:p:172-186.

    Full description at Econpapers || Download paper

14. Conditional Quantile Processes based on Series or Many Regressors. (2018). Chernozhukov, Victor ; Fern, Iv'An ; Chetverikov, Denis ; Belloni, Alexandre.
    In: Papers.
    RePEc:arx:papers:1105.6154.

    Full description at Econpapers || Download paper

15. Fractional order statistic approximation for nonparametric conditional quantile inference. (2016). Kaplan, David ; Goldman, Matt.
    In: Working Papers.
    RePEc:umc:wpaper:1502.

    Full description at Econpapers || Download paper

16. Conditional quantile processes based on series or many regressors. (2016). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Chetverikov, Denis ; Belloni, Alexandre.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:46/16.

    Full description at Econpapers || Download paper

17. Quantile regression and variable selection of partial linear single-index model. (2015). Yazhao Lv, ; Zhang, Riquan ; Liu, Jicai.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:67:y:2015:i:2:p:375-409.

    Full description at Econpapers || Download paper

18. Nonparametric estimation and inference on conditional quantile processes. (2015). Qu, Zhongjun ; Jung Mo Yoon, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:1:p:1-19.

    Full description at Econpapers || Download paper

19. Conditional quantile estimation based on optimal quantization: From theory to practice. (2015). Charlier, Isabelle ; Saracco, Jerome ; Paindaveine, Davy .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:91:y:2015:i:c:p:20-39.

    Full description at Econpapers || Download paper

20. Modelling functional additive quantile regression using support vector machines approach. (2014). Crambes, Christophe ; Henchiri, Yousri ; Gannoun, Ali.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:26:y:2014:i:4:p:639-668.

    Full description at Econpapers || Download paper

21. TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:889.

    Full description at Econpapers || Download paper

22. Testing for a general class of functional inequalities. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul ; Sokbae 'Simon' Lee, .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:09/14.

    Full description at Econpapers || Download paper

23. Partially linear modeling of conditional quantiles using penalized splines. (2014). Wu, Chaojiang ; Yu, Yan .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:77:y:2014:i:c:p:170-187.

    Full description at Econpapers || Download paper

24. Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables. (2013). Li, Rui ; Lv, Xiaofeng ; Xiaofeng Lv, .
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:97:y:2013:i:4:p:317-347.

    Full description at Econpapers || Download paper

25. Quantile Regression in the Presence of Sample Selection. (2011). Melly, Blaise ; Huber, Martin.
    In: Economics Working Paper Series.
    RePEc:usg:econwp:2011:09.

    Full description at Econpapers || Download paper

26. Global Bahadur representation for nonparametric censored regression quantiles and its applications. (2011). LINTON, OLIVER ; Kong, Efang ; Xia, Yingcun .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:33/11.

    Full description at Econpapers || Download paper

27. Nonparametric -quantile regression using penalised splines. (2009). Pratesi, Monica ; Salvati, Nicola ; Ranalli, M.
    In: Journal of Nonparametric Statistics.
    RePEc:taf:gnstxx:v:21:y:2009:i:3:p:287-304.

    Full description at Econpapers || Download paper

28. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf574.

    Full description at Econpapers || Download paper

29. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14161.

    Full description at Econpapers || Download paper

30. Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data. (2008). Lu, Jingfeng ; Perrigne, Isabelle.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:7:p:871-896.

    Full description at Econpapers || Download paper

31. Estimating derivatives in nonseparable models with limited dependent variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/08.

    Full description at Econpapers || Download paper

32. Estimating Derivatives in Nonseparable Models with Limited Dependent Variables. (2008). Otsu, Taisuke ; Ichimura, Hidehiko ; Altonji, Joseph.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1668.

    Full description at Econpapers || Download paper

33. Identification of Salmonella high risk pig-herds in Belgium by using semiparametric quantile regression. (2008). Boone, Ides ; Van der Stede, Yves ; Ribbens, Stefaan ; Aerts, Marc ; Mintiens, Koen ; Bollaerts, Kaatje.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:171:y:2008:i:2:p:449-464.

    Full description at Econpapers || Download paper

34. Censored regression quantiles with endogenous regressors. (2007). Blundell, Richard ; Powell, James L..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:1:p:65-83.

    Full description at Econpapers || Download paper

35. Implementing Nonparametric and Semiparametric Estimators. (2006). Todd, Petra ; Ichimura, Hidehiko.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2006cf452.

    Full description at Econpapers || Download paper

36. Estimating risk aversion from ascending and sealed-bid auctions: the case of timber auction data. (2006). Lu, Jingfeng ; Perrigne, Isabelle.
    In: MPRA Paper.
    RePEc:pra:mprapa:948.

    Full description at Econpapers || Download paper

37. A strong uniform convergence rate of kernel conditional quantile estimator under random censorship. (2006). Ould-Said, Elias.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:76:y:2006:i:6:p:579-586.

    Full description at Econpapers || Download paper

38. Self-organizing map visualizing conditional quantile functions with multidimensional covariates. (2006). Simila, Timo.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:50:y:2006:i:8:p:2097-2110.

    Full description at Econpapers || Download paper

39. Sliced inverse regression in reference curves estimation. (2004). saracco, jerome ; Gannoun, Ali ; Girard, Stephane ; Guinot, Christiane .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:46:y:2004:i:1:p:103-122.

    Full description at Econpapers || Download paper

40. Pairwise Comparison Estimation of Censored Transformation Models. (2002). Tamer, Elie ; Khan, Shakeeb.
    In: RCER Working Papers.
    RePEc:roc:rocher:495.

    Full description at Econpapers || Download paper

41. Two-stage rank estimation of quantile index models. (2001). Khan, Shakeeb.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:100:y:2001:i:2:p:319-355.

    Full description at Econpapers || Download paper

42. An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models. (2000). Spokoiny, Vladimir G..
    In: Working Papers.
    RePEc:uia:iowaec:00-04.

    Full description at Econpapers || Download paper

43. Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity. (2000). Khan, Shakeeb ; Chen, Songnian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:98:y:2000:i:2:p:283-316.

    Full description at Econpapers || Download paper

44. Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse. (1999). van Soest, A. H. O., ; Melenberg, B ; Vazquez-Alvarez, R.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:d37fb6a5-2075-42b2-b0b4-51de7419ceb0.

    Full description at Econpapers || Download paper

45. Nonparametric Bounds on the Income Distribution in the Presence of Item Nonresponse. (1999). van soest, arthur ; Vazquez-Alvarez, Rosalia ; Melenberg, Bertrand ; van Soest, A. H. O., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:d37fb6a5-2075-42b2-b0b4-51de7419ceb0.

    Full description at Econpapers || Download paper

46. Applied nonparametric methods.. (1993). LINTON, OLIVER.
    In: Statistic und Oekonometrie.
    RePEc:wop:humbse:9312.

    Full description at Econpapers || Download paper

Report date: 2025-03-04 17:43:15 || Missing content? Let us know