Search Results - subject:"quantile function"

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

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

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

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 - 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