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Bibliography

1
Reiss R.D. (1989) Approximate Distribution of Order Statistics Springer Verlag.

2
Koenker, R. and Bassett, G. (1978) ``Regression Quantiles'' Econometrica 46 33-50.

3
Ruppert, D. and Carroll, R.J. (1980) ``Trimmed Least Squares Estimation in the Linear Model'' Journal of the American Statistical Association 75 828-838.

4
Koenker, R. and Bassett, G. (1982) ``Robust Tests for Heteroscedasticity Based on Regression Quantiles'' Econometrica 50 43-61.

5
Basset, G. and Koenker, R. (1982) ``An Empirical Quantile Function for Linear Models with IID Errors'' Journal of the American Statistical Association 77 407-415.

6
Powell, J.L. Least Absolute Deviations Estimation of the Censored Regression Model'' Journal of Econometrics 32 143-155.

7
Powell, J.L. (1986) ``Censored Regression Quantiles'' Journal of Econometrics 32 143-155.

8
Powell, J.L. ``Symmetrically Trimmed Least Squares Estimation of Tobit Models'' Econometrica 54 1435-1460.

9
Han, A.K. (1987) ``Maximum Rank Correlation Estimator and Generalized Median Estimator in Censored Regression and Survival Models'' Journal of Econometrics 35 303-316.

10
Koenker, R. and Portnoy, S. (1987) ``L-Estimation for the Linear Model'' Journal of the American Statistical Association 82 851-857.

11
Portnoy, S. and Koenker, R. (1989) ``Adaptive L-estimation of Linear Models'' Annals of Statistics 17 362-381.

12
Chamberlain, G. (1990) ``Quantile Regression, Censoring, and the Structure of Wages'' in C.Sims (ed.) Advances in Econometrics: Proceedings of the 6th World Congress of the Econometric Society

Model Selection Procedures



John Rust
2001-01-09