Three-Step Censored Quantile Regression and Extramarital Affairs

By Victor Chernozhukov, Han Hong. 2002

260 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/39bc5a1901b71da6e83a7b11a4264027ea3f1062

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

Citations in the corpus

Decomposition of differences in distribution using quantile regression (2005, methodology): “I have used the 3 step censored quantile regression algorithm suggested by Chernozhukov and Hong (2002).”
Using quantile regression for duration analysis (2006, background): “First, the estimated conditional quantiles are piecewise constant due 6In light of the numerical difficulties, a number of papers have, in fact, suggested to change the estimation problem to make it convex (e.g. Buchinsky and Hahn, 1998, Chernozhukov and Hong, 2002, and Portnoy, 2003).”
Generating and Calibrating Probabilistic Quantitative Precipitation Forecasts from the High-Resolution NWP Model COSMO-DE (2012, methodology): “Here, we follow a three-step procedure proposed by Chernozhukov and Hong (2002) and described in detail in Friederichs and Hense (2007). f. Verification Predictive performance of PoP, PoTu, and the t quantiles as derived from LR and QR or the mixture models is assessed in terms of the Brier score…”
Statistical Downscaling of Extreme Precipitation Events Using Censored Quantile Regression (2007, methodology): “Step 3 estimates the three-step estimator ̂ of the censored QR based on the updated subsample J1 using standard QR.”
Instrumental quantile regression inference for structural and treatment effect models (2006, background): “for some d00o0: Following Remark 4 in Chernozhukov and Hong (2002) , i.e.”
Uniformly Semiparametric Efficient Estimation of Treatment Effects With a Continuous Treatment (2015, background): “Hahn (1998), Heckman, Ichimura, Smith, and Todd (1998), and Imbens, Newey, and Ridder (2006) study efficient estimation of the average treatment effects (ATE) nonparametrically.”
Estimation of Censored Quantile Regression for Panel Data With Fixed Effects (2013, methodology): “Motivated in part by such limitations, Chernozhukov and Hong (2002) and Tang et al. (2012) proposed simple, easily implementable, and well-behaved estimation procedures.”
Survival Analysis With Quantile Regression Models (2008, methodology): “, Fitzenberger 1997; Buchinsky and Hann 1998; Chernozhukov and Hong 2002). Censoring time is not always observed in most survival settings. Such scenarios are the focus of our investigation in this article. With incomplete information on censoring time, many existing quantile regression methods atte”
Censored regression quantiles with endogenous regressors (2007, background): “Given this lengthy list of regularity conditions, the ffiffiffi n p -consistency and asymptotic normality of b̂ indeed follows from the same arguments given in Ahn and Powell (1993) and Chen and Khan (2001).”
Handbook of survival analysis (2014, methodology): “Further efforts have been made to improve the numerical performance of this approach by several authors, for example: Fitzenberger (1997); Buchinsky and Hahn (1998); and Chernozhukov and Hong (2001).”
Posterior Inference in Bayesian Quantile Regression with Asymmetric Laplace Likelihood (2016, methodology): “The basic idea of posterior variance adjustments can be attributed to the work of Chernozhukov and Hong (2003), but we feel that the need for adjustments is not widely appreciated yet.”