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 …
man, that hypothetical man without qualities who is comfortable with his head in the oven …
Systemic risk and the macroeconomy: An empirical evaluation
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 …
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 …
models of conditional quantile functions. By complementing the exclusive focus of classical …
Variable selection for partially linear models with measurement errors
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 …
measured with additive errors. We propose two classes of variable selection procedures …
Quantile correlations and quantile autoregressive modeling
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 …
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 …
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 …
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 …
epidemiology. We further describe methods of adjusting for biased estimation caused by …
Information science and statistics
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 …
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 …
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 …
coefficients so that the values of some coefficients may be functions of informative …