SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
نویسندگان
چکیده
منابع مشابه
Smoothed Empirical Likelihood Methods for Quantile Regression Models
This paper considers an empirical likelihood method to estimate the parameters of the quantile regression (QR) models and to construct confidence regions that are accurate in finite samples. To achieve the higher-order refinements, we smooth the estimating equations for the empirical likelihood. We show that the smoothed empirical likelihood (SEL) estimator is first-order asymptotically equival...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2006
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466606060087