GMM quantile regression
Sérgio Firpo, Antonio F. Galvao, Cristine Campos de Xavier Pinto, Alexandre Poirier, Graciela Sanromán
Topics & Concepts
QuantileEstimatorQuantile regressionMathematicsParametric statisticsAsymptotic distributionInferenceStatisticsEconometricsGeneralized method of momentsComputer scienceArtificial intelligenceStatistical Methods and InferenceStatistical Methods and Bayesian InferenceAdvanced Statistical Methods and Models