Smoothed Empirical Likelihood Methods for Quantile Regression Models
Year of publication: |
2004-03
|
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Authors: | Whang, Yoon-Jae |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Bartlett correction | Bootstrap | Edgeworth expansion | Empirical likelihood | Quantile regression model | Censored quantile regression model |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The price is None Number 1453 44 pages |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
Smoothed Empirical Likelihood Methods for Quantile Regression Models
Whang, Yoon-Jae, (2003)
-
Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing
Cribari-Neto, F., (1999)
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