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- W2564094493 abstract "This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for regular random variables. We then give sharp characterization of this set by extending concepts from random set theory. For quantile regression parameters, we show that the identification set is characterized by a system of conditional moment inequalities. This characterization extends that of parametric quantile regression for regular random variables. Estimation and inference theories are developed for continuous cases, discrete cases, nonparametric conditional quantiles, and parametric quantile regressions. A fast computational algorithm of set linear programming is proposed. Monte Carlo experiments support our theoretical properties." @default.
- W2564094493 created "2017-01-06" @default.
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- W2564094493 date "2017-10-20" @default.
- W2564094493 modified "2023-09-25" @default.
- W2564094493 title "Quantile Regression with Interval Data" @default.
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- W2564094493 doi "https://doi.org/10.48550/arxiv.1710.07575" @default.
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