SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
By Yoon-Jae Whang. Econometric Theory, 2006
103 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/275bebb38b56a2fafbb951c0868e13d0f2926986
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Statistics and Probability
- Xuming He
- Lan Wang
- Yunwen Yang
- Zhongyi Zhu
- Songxi Chen
- Huixia Judy Wang
- I. Van Keilegom
- Marcelo Fernandes
Citations in the corpus
- Empirical likelihood for quantile regression models with longitudinal data (2011, methodology): “To accommodate the intra-subject correlation, we employ the blocking technique, which was also used in Chen and Wong (2009) for quantiles of univariate weakly dependent data, and in You et al. (2006) and Xue and Zhu (2007) for semiparametric mean regression models.”
- Empirical Likelihood Methods in Econometrics: Theory and Practice (2006, background): “Whang (2006) reports strongly supportive experimental evidence for the Bartlett correction for quantile regression models.”
- Smoothing Quantile Regressions (2019, methodology): “In addition, the first-order conditions that Whang (2006) employs to derive his empirical likelihood QR estimator is identical to the ones our smoothed QR estimator solves.”
- High‐dimensional quantile regression: Convolution smoothing and concave regularization (2021, background): “This motivates a series of work on smoothed QR when the number of features is fixed (Galvao & Kato, 2016; Whang, 2006; Wu et al., 2015).”
- Bayesian empirical likelihood for quantile regression (2012, methodology): “Following Koenker and Bassett ( 1978), we specify the τ th conditional quantile function of Y ∈ R given X ∈ R p +1 as including Chen and Hall (1993), Whang (2006) and Otsu (2008) proposed using smoothed versions of the quantile estimating equations.”
- Testing for Granger-causality in quantiles (2018, methodology): “Since it is an application of Theorem 2 of Whang (2006) and Theorem 5 of Escanciano and Velasco (2010), we omit the proof.”
- A review on empirical likelihood methods for regression (2009, methodology): “Zhao and Wang (2008) applied an EL approach to do inference for quality-adjusted lifetime data.For parametric median regression we cite Whang (2006) , who used a smoothed EL approach to obtain better performance in practice than the classical EL method.”