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2006-06-09Buch DOI: 10.18452/3859
Quantile Regression Estimates for a Class of Linear and Partially Linear Errors-in-Variables Models
dc.contributor.authorHe, Xuming
dc.contributor.authorLiang, Hua
dc.date.accessioned2017-06-15T22:22:21Z
dc.date.available2017-06-15T22:22:21Z
dc.date.created2006-06-09
dc.date.issued2006-06-09
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4511
dc.description.abstractWe consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but otherwise unknown, the regression quantile estimates based on orthogonal residuals are shown to be consistent and asymptotically normal. We also extend the work to partially linear models when the response is related to some additional covariate.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectsemiparametric modeleng
dc.subjectKerneleng
dc.subjectlinear regressioneng
dc.subjecterrors-in-variableseng
dc.subjectregression quantileeng
dc.subject.ddc330 Wirtschaft
dc.titleQuantile Regression Estimates for a Class of Linear and Partially Linear Errors-in-Variables Models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10064800
dc.identifier.doihttp://dx.doi.org/10.18452/3859
dc.subject.dnb17 Wirtschaft
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages13
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume1997
local.edoc.container-issue103
local.edoc.container-year1997
local.edoc.container-erstkatid2135319-0

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