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Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design

Oberhofer, Walter and Haupt, Harry (2005) Consistency of nonlinear regression quantiles under Type I censoring weak dependence and general covariate design. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 406, Working Paper.

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Date of publication of this fulltext: 11 Mar 2005 13:47

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Other URL: http://www.opus-bayern.de/uni-regensburg/volltexte/2005/480


Abstract

For both deterministic or stochastic regressors, as well as parametric nonlinear or linear regression functions, we prove the weak consistency of the coefficient estimators for the Type I censored quantile regression model under different censoring mechanisms with censoring points depending on the observation index (in a nonstochastic manner) and a weakly dependent error process. Our ...

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Item type:Monograph (Working Paper)
Series of the University of Regensburg:Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
Date:2005
Institutions:Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie
Identification Number:
ValueType
urn:nbn:de:bvb:355-opus-4804URN
RePEc:bay:rdwiwi:480RePEc Handle
Classification:
NotationType
C22Journal of Economics Literature Classification
C24Journal of Economics Literature Classification
Keywords:Quantil , Nichtlineare Regression, Typ I Zensierung, Quantile regression , nonlinear regression , Type I censoring
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:No, this document will not be refereed
Created at the University of Regensburg:Yes
Item ID:4521
Owner only: item control page

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