2012 Fiscal Year Final Research Report
Research on quantile regression for panel data
| Project/Area Number |
22730179
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| Research Category |
Grant-in-Aid for Young Scientists (B)
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| Allocation Type | Single-year Grants |
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| Research Field |
Economic statistics
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| Research Institution | Hiroshima University |
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Principal Investigator |
KATO Kengo 広島大学, 大学院・理学研究科, 助教 (50549780)
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| Project Period (FY) |
2010 – 2012
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| Keywords | 分位点回帰 / 計量経済学 |
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| Research Abstract |
In this project, I analyzed the fixed effects quantile regression model and established the asymptotic properties for two estimators of the coefficient vector , namely, the estimator minimizing the check loss function used conventionally in the quantile regression literature and the one minimizing the smoothed version of the check function. Moreover, I considered the situation where the dependent variable is s calar and the covariate is a random function, focused on the functional linear quantile regression model, and established the sharp asymptotic properties for the PCA-based estimator on the slope function and related parameters.
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Research Products
(15 results)
