Search Results - subject:"Quantile function"

Sankaran, P.; Thomas, Bijamma; Midhu, N. - In: METRON 73 (2015) 1, pp. 135-148

In this paper, we introduce and study a class of distributions with bilinear hazard quantile function. Various …

Persistent link: https://www.econbiz.de/10011241516

Quantile estimation of stochastic frontiers with the normal-exponential specification

Jradi, Samah; Parmeter, Christopher F.; Ruggiero, John - In: European journal of operational research : EJOR 295 (2021) 2, pp. 475-483

Persistent link: https://www.econbiz.de/10013205961

Interpretation and semiparametric efficiency in quantile regression under misspecification

Lee, Ying-ying - In: Econometrics : open access journal 4 (2016) 1, pp. 1-14

Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and …

Persistent link: https://www.econbiz.de/10011411323

Inference for Lorenz Curves

Hajargasht, Gholamreza; Griffiths, William E. - 2016

Persistent link: https://www.econbiz.de/10011521952

Interpretation and semiparametric efficiency in quantile regression under misspecification

Lee, Ying-Ying - In: Econometrics 4 (2016) 1, pp. 1-14

Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and …

Persistent link: https://www.econbiz.de/10011755302

Minimum distance estimation of parametric Lorenz curves based on grouped data

Hajargasht, Gholamreza; Griffiths, William E. - In: Econometric reviews 39 (2020) 4, pp. 344-361

Persistent link: https://www.econbiz.de/10012181422

Vector quantile regression : an optimal transport approach

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2015 - This draft: September 19, 2015

We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional vector … quantile function (CVQF) of a random vector Y, taking values in Rd given covariates Z=z, taking values in Rk, is a map u --> QY … version of the classical QR, and CVQF reduces to the scalar conditional quantile function. An application to multiple Engel …

Persistent link: https://www.econbiz.de/10011337670

Estimation and inference for distribution functions and quantile functions in endogenous treatment effect models

Hsu, Yu-Chin; Lieli, Robert P.; Lai, Tsung-chih - 2015

Persistent link: https://www.econbiz.de/10011383327

Vector quantile regression: An optimal transport approach

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2015

Persistent link: https://www.econbiz.de/10011445758

Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models

Liangjun, Su; Hoshino, Tadao - School of Economics, Singapore Management University - 2015

In this paper, we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We approximate the unknown functional coefficients by some basis...

Persistent link: https://www.econbiz.de/10011164315