Quantile regression: 40 years on

R Koenker - Annual review of economics, 2017 - annualreviews.org
Since Quetelet's work in the nineteenth century, social science has iconified the average
man, that hypothetical man without qualities who is comfortable with his head in the oven …

Systemic risk and the macroeconomy: An empirical evaluation

S Giglio, B Kelly, S Pruitt - Journal of Financial Economics, 2016 - Elsevier
This article studies how systemic risk and financial market distress affect the distribution of
shocks to real economic activity. We analyze how changes in 19 different measures of …

Quantile regression

R Koenker - Cambridge Univ Pr, 2005 - books.google.com
Quantile regression is gradually emerging as a unified statistical methodology for estimating
models of conditional quantile functions. By complementing the exclusive focus of classical …

Variable selection for partially linear models with measurement errors

H Liang, R Li - Journal of the American Statistical Association, 2009 - Taylor & Francis
This article focuses on variable selection for partially linear models when the covariates are
measured with additive errors. We propose two classes of variable selection procedures …

Quantile correlations and quantile autoregressive modeling

G Li, Y Li, CL Tsai - Journal of the American Statistical Association, 2015 - Taylor & Francis
In this article, we propose two important measures, quantile correlation (QCOR) and quantile
partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models …

[BUCH][B] Robust statistical methods with R

J Jureckova, J Picek - 2005 - taylorfrancis.com
Robust statistical methods were developed to supplement the classical procedures when
the data violate classical assumptions. They are ideally suited to applied research across a …

STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology: part 2—more complex methods of adjustment …

PA Shaw, P Gustafson, RJ Carroll, V Deffner… - Statistics in …, 2020 - Wiley Online Library
We continue our review of issues related to measurement error and misclassification in
epidemiology. We further describe methods of adjusting for biased estimation caused by …

Information science and statistics

M Jordan, J Kleinberg, B Schölkopf - (No Title), 2006 - Springer
Untitled Page 1 Page 2 Information Science and Statistics Series Editors: M. Jordan J.
Kleinberg B. Schölkopf Page 3 Information Science and Statistics For other titles published in …

Quantile regression with measurement error

Y Wei, RJ Carroll - Journal of the American Statistical Association, 2009 - Taylor & Francis
Regression quantiles can be substantially biased when the covariates are measured with
error. In this paper we propose a new method that produces consistent linear quantile …

Semiparametric quantile regression estimation in dynamic models with partially varying coefficients

Z Cai, Z **ao - Journal of Econometrics, 2012 - Elsevier
We study quantile regression estimation for dynamic models with partially varying
coefficients so that the values of some coefficients may be functions of informative …