Self-consistent estimation of censored quantile regression

Limin Peng

doi:10.1016/j.jmva.2011.10.005

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Self-consistent estimation of censored quantile regression

Limin Peng

Year: 2011 Journal: Journal of Multivariate Analysis Vol: 105 (1)Pages: 368-379 Publisher: Elsevier BV

DOI: 10.1016/j.jmva.2011.10.005

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Keywords:

Mathematics Quantile Estimator Quantile regression Martingale (probability theory) Statistics Econometrics Regression Regression analysis Censored regression model

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Probabilistic and Robust Engineering Design

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Self-consistent estimation of censored quantile regression

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