Simple resampling methods for censored regression quantiles
By Yannis Bilias, Songnian Chen, Zhiliang Ying. 2000
109 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/2734c3e33a59c291e98034b095ba4798abd50d8e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Science and Operations Research
- Victor Chernozhukov
- Stephen Portnoy
- Han Hong
- Genya Kobayashi
- Keming Yu
- Bernd Fitzenberger
- Hideo Kozumi
- Julian Stander
In Statistics and Probability
- Antonio F. Galvao
- Victor Chernozhukov
- Carlos Lamarche
- Keming Yu
- Genya Kobayashi
- Hideo Kozumi
- Julian Stander
- Han Hong
Citations in the corpus
- Bayesian analysis of a Tobit quantile regression model (2007, methodology): “Powell’s (1986) estimator for the population parameter βθ, as well as the alternative estimators proposed by Buchinsky and Hahn (1998) and Bilias et al.”
- Censored Regression Quantiles (2003, background): “A third approach, discussed by Bilias, Chen, and Ying (2000), involves simulating the gradient condition.”
- Life Cycle and Cohort Productivity in Economic Research: The Case of Germany (2008, unknown): “Standard errors bootstrapped using the method proposed by Bilias et al. (2000) with 200 replications.”
- Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (2013, background): “Brown (1984), Altonji and Blank (1999), Heckman, Lyons, and Todd (2000), Lang (2007)].”
- Three-Step Censored Quantile Regression and Extramarital Affairs (2002, methodology): “The bootstrap inference of Bilias, Chen, and Ying (2000) can also be very useful in practice.”
- Gibbs sampling methods for Bayesian quantile regression (2011, background): “where ρp(·) is the check (or loss) function defined by ρp(u) = u {p − I(u < 0)} , (2)”
- Using quantile regression for duration analysis (2006, methodology): “Bilias et al. (2000) suggest a simplified version of the bootstrap for CQR by showing that it suffices asymptotically to estimate a quantile regression without censoring in the resample based only on those observations for which the fitted quantile is not censored, i.e. x′iβ̂ θ <yci.”
- Censored Data and Truncated Distributions (2005, methodology): “Bilias et al. (2000) proposed a bootstrapping method that they argue is better behaved.”