Bias-Corrected Quantile Regression Estimation of Censored Regression Models
نویسندگان
چکیده
منابع مشابه
Self-consistent estimation of censored quantile regression
The principle of self-consistency has been employed to estimate regression quantile with randomly censored response. It has been of great interest to study how the self-consistent estimation of censored regression quantiles is connected to the alternative martingale-based approach. In this talk, I will first present a new formulation of self-consistent censored regression quantiles based on sto...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2505995