참고문헌
- Econometrica v.41 Regression analysis when the dependent variable is truncated normal T.Amemiya
- Econometric Theory v.2 Strong consistency of regression quantile and related emprical process G.Basset;R.Koenker
- Journal of Econometrics v.99 Simple resampling methods for censored regression quantiles Y.Billas;S.Chen;Z.Ying
- The Journal of Human Resource v.27 Recent advances in quantile regression models M.Buchinsky
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Communication in Statistics
v.23
Consisitency of
$L_1$ Estimaties in Censored Linear Regression Models X.R.Chen;Y.Wu - Annal of Mathematical Statistics v.40 Asymptotic properties of nonlinear least squares estimations R.Jennrich R
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Nonparametric Statistics
v.3
Regression quantiles and trimmed least squares estimators in nonlinear regression model
J.Jure
$\~{c}$ kov$\'{a}$ ;B.Proch$\'{a}$ zka - Econometrica v.46 Regression Quantiles R.Koenker;G.Bassett
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Econometrica
v.50
Tests of linear hypotheses and
$l_1$ estimation R.Koenker;G.Bassett - Theory of point estimation Lehmann
- Journal of Econometrics v.25 Least Absolute Deviation Estimation for the Censored Regression Model J.L.Powell
- Journal of Econometric v.32 Censored regression quantiles J.L.Powell
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Journal of Multivariate Analysis
v.54
Asymptotic normality of
$L_1$ -estimators in nonlinear regression J.Wang - The Annals of Statistics v.9 Asymptotic theory of nonlinear least squares estimation C.F.Wu