Estimation, inference, and specification testing for possibly misspecified quantile regression
Year of publication: |
2003
|
---|---|
Authors: | Kim, Tae-hwan ; White, Halbert |
Published in: |
Maximum likelihood estimation of misspecified models : twenty years later ; 17. - Amsterdam : Elsevier, JAI, ISBN 0-7623-1075-8. - 2003, p. 107-132
|
Subject: | Schätztheorie | Estimation theory | Modellierung | Scientific modelling | Regressionsanalyse | Regression analysis | Theorie | Theory |
-
Focused information criteria and model averaging for the Cox hazard regression model
Hjort, Nils Lid, (2006)
-
Ashley, Richard A., (2006)
-
Estimation of nonlinear models with measurement error using marginal information
Hu, Yingyao, (2003)
- More ...
-
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan, (2003)
-
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan, (2004)
-
VAR for VaR : measuring tail dependence using multivariate regression quantiles
White, Halbert, (2015)
- More ...