Nonparametric estimation and inference on conditional quantile processes
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Qu, Zhongjun | - |
dc.contributor.author | Yoon, Jung mo | - |
dc.date.accessioned | 2022-07-15T23:48:14Z | - |
dc.date.available | 2022-07-15T23:48:14Z | - |
dc.date.created | 2021-05-14 | - |
dc.date.issued | 2015-03 | - |
dc.identifier.issn | 0304-4076 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/hanyang/handle/2021.sw.hanyang/157652 | - |
dc.description.abstract | This paper presents estimation methods and asymptotic theory for the analysis of a nonparametrically specified conditional quantile process. Two estimators based on local linear regressions are proposed. The first estimator applies simple inequality constraints while the second uses rearrangement to maintain quantile monotonicity. The bandwidth parameter is allowed to vary across quantiles to adapt to data sparsity. For inference, the paper first establishes a uniform Bahadur representation and then shows that the two estimators converge weakly to the same limiting Gaussian process. As an empirical illustration, the paper considers a dataset from Project STAR and delivers two new findings. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | ELSEVIER SCIENCE SA | - |
dc.title | Nonparametric estimation and inference on conditional quantile processes | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Yoon, Jung mo | - |
dc.identifier.doi | 10.1016/j.jeconom.2014.10.008 | - |
dc.identifier.scopusid | 2-s2.0-84922531525 | - |
dc.identifier.wosid | 000349590900001 | - |
dc.identifier.bibliographicCitation | JOURNAL OF ECONOMETRICS, v.185, no.1, pp.1 - 19 | - |
dc.relation.isPartOf | JOURNAL OF ECONOMETRICS | - |
dc.citation.title | JOURNAL OF ECONOMETRICS | - |
dc.citation.volume | 185 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 1 | - |
dc.citation.endPage | 19 | - |
dc.type.rims | ART | - |
dc.type.docType | 정기학술지(Article(Perspective Article포함)) | - |
dc.description.journalClass | 1 | - |
dc.description.isOpenAccess | Y | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | ssci | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Business & EconomicsMathematicsMathematical Methods In Social Sciences | - |
dc.relation.journalWebOfScienceCategory | EconomicsMathematics, Interdisciplinary ApplicationsSocial Sciences, Mathematical Methods | - |
dc.subject.keywordAuthor | Nonparametric quantile regression | - |
dc.subject.keywordAuthor | Treatment effect | - |
dc.subject.keywordAuthor | Uniform Bahadur representation | - |
dc.subject.keywordAuthor | Uniform inference | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
222, Wangsimni-ro, Seongdong-gu, Seoul, 04763, Korea+82-2-2220-1365
COPYRIGHT © 2021 HANYANG UNIVERSITY.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.