Partial identification and inference in censored quantile regression
Year of publication: |
2018
|
---|---|
Authors: | Fan, Yanqin ; Liu, Ruixuan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 206.2018, 1, p. 1-38
|
Subject: | Archimedean copula | Competing risks model | Confidence set | Dependent censoring | Independent censoring | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Risiko | Risk |
-
A regression model for the copula-graphic estimator
Lo, Simon M. S., (2014)
-
Nonparametric inference for distortion risk measures on tail regions
Hou, Yanxi, (2019)
-
Statistical inference for a relative risk measure
He, Yi, (2019)
- More ...
-
Symmetrized multivariate k-NN estimators
Fan, Yanqin, (2015)
-
Chen, Heng, (2016)
-
A direct approach to inference in nonparametric and semiparametric quantile models
Fan, Yanqin, (2016)
- More ...