Estimation and Testing in M-quantile Regression with Applications to Small Area Estimation

Author:

Bianchi Annamaria1,Fabrizi Enrico2,Salvati Nicola3ORCID,Tzavidis Nikos4

Affiliation:

1. DSAEMQ; Università di Bergamo; Bergamo Italy

2. DISES; Università Cattolica del S. Cuore; Milan Italy

3. DEM; Università di Pisa; Pisa Italy

4. University of Southampton; Southampton UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference56 articles.

1. Finite mixtures of quantile and M-quantile regression models;Alfò;Stat. Comput.,2017

2. Conditional ordering using nonparametric expectiles;Aragon;J. Off. Stat.,2005

3. An error component model for prediction of county crop areas using survey and satellite data;Battese;J. Am. Stat. Assoc.,1988

4. Asymptotic properties and variance estimators of the M-quantile regression coefficients estimators, to appear in;Bianchi;Commun. Stat. - Theory Methods,2015

5. A gradient search maximization algorithm for the asymmetric Laplace likelihood;Bottai;Commun. Stat. - Comput. Simul.,2015

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