instrumental variable quantile regression a robust inference approach abstract in this paper we develop robust inference procedures for an instrumental variables model defined by y d u where d u is strictly increasing in u and u is a uniform variable that may depend on d but is independent of a set of instrumental variables z the proposed inferential procedures are computationally convenient in typical applications and can be carried out using software available for ordinary quantile regression our inferential procedure arises naturally from an estimation algorithm and has the important feature of being robust to weak and partial identification and remains valid even in cases where identification fails completely the use of the proposed procedures is illustrated through two empirical examples

quantile regression for duration models with time varying regressors abstract since the seminal work of koenker and bassett 1978 quantile regression has become a widely used tool in duration analysis the existing literature however has focused on time invariant regressors even though time varying regressors are common in practice in this paper we introduce a quantile regression framework with time varying regressors and develop quantile regression estimators our estimators are motivated by manski s 1975 1985 maximum score estimator and chen s 2010 integrated maximum score estimator our estimators are consistent and asymptotically normal under some regularity conditions and perform well in finite samples our method is illustrated with an unemployment duration data set

identification and estimation of triangular simultaneous equations models without additivity this paper uses control variables to identify and estimate models with nonseparable multidimensional disturbances triangular simultaneous equations models are considered with instruments and disturbances that are independent and a reduced form that is strictly monotonic in a scalar disturbance here it is shown that the conditional cumulative distribution function of the endogenous variable given the instruments is a control variable also for any control variable identification results are given for quantile average and policy effects bounds are given when a common support assumption is not satisfied estimators of identified objects and bounds are provided and a demand analysis empirical example is given

local structural quantile effects in a model with a nonseparable control variable abstract i consider a semiparametric version of the nonseparable triangular model of chesher chesher a 2003 identification in nonseparable models econometrica 71 1405 1441 the proposed model is linear in coefficients where the coefficients are unknown functions of unobserved latent variables using a control variable idea and quantile regression methods i propose a simple two step estimator for the coefficients evaluated at particular values of the latent variables under the condition that the instruments are locally relevant i e they affect a particular conditional quantile of interest of the endogenous variable i establish consistency and asymptotic normality simulation experiments confirm the theoretical results

robust backstepping control of a class of nonlinear systems using fuzzy logic abstract fuzzy logic fl controllers for the robust back stepping control of a class of nonlinear systems in both continuous and discrete time are presented control action is employed to achieve tracking performance for unknown nonlinear system novel parameter tuning algorithms are obtained that are similar to modification in the case of continuous time adaptive control uniform ultimate boundedness of the tracking error and the fuzzy parameter estimates are presented without using the persistency of excitation pe condition initialization of the fuzzy parameters is straightforward simulation results justify the theoretical conclusions

inference on endogenously censored regression models using conditional moment inequalities under a quantile restriction randomly censored regression models can be written in terms of conditional moment inequalities we study the identified features of these moment inequalities with respect to the regression parameters where we allow for covariate dependent censoring endogenous censoring and endogenous regressors these inequalities restrict the parameters to a set we show regular point identification can be achieved under a set of interpretable sufficient conditions we then provide a simple way to convert conditional moment inequalities into unconditional ones while preserving the informational content our method obviates the need for nonparametric estimation which would require the selection of smoothing parameters and trimming procedures without the point identification conditions our objective function can be used to do inference on the partially identified parameter maintaining the point identification conditions we propose a quantile minimum distance estimator which converges at the parametric rate to the parameter vector of interest and has an asymptotically normal distribution a small scale simulation study and an application using drug relapse data demonstrate satisfactory finite sample performance

sequential estimation of censored quantile regression models abstract in this paper we propose sequential censored quantile regression scqr and sequential instrumental variables censored quantile regression estimators sivcqr we effectively transform the difficult censored quantile regression and censored instrumental variables quantile regression problems into more standard qr and ivqr procedures consequently our approaches make the quantile regression techniques for censored data easily accessible to applied researchers simulation results show that both estimators perform well

adaptive neural control for a class of stochastic nonlinear systems by backstepping approach this paper addresses adaptive neural control for a class of stochastic nonlinear systems which are not in strict feedback form based on the structural characteristics of radial basis function rbf neural networks nns a backstepping design approach is extended from stochastic strict feedback systems to a class of more general stochastic nonlinear systems in the control design procedure rbf nns are used to approximate unknown nonlinear functions and the backstepping technique is utilized to construct the desired controller the proposed adaptive neural controller guarantees that all the closed loop signals are bounded and the tracking error converges to a sufficiently small neighborhood of the origin two simulation examples are used to illustrate the effectiveness of the proposed approach

efficient estimation of limited dependent variable models with endogenous explanatory variables abstract this paper discusses asymptotically efficient estimation of the parameters of limited dependent variable models with endogenous explanatory variables general results on asymptotic efficiency of two stage and amemiya gls estimators are derived and used to obtain a simple asymptotically efficient estimator of the structural coefficients this estimator can be calculated by applying gls to estimates of the reduced form coefficients that are obtained by using reduced form residuals as additional explanatory variables it is also shown that it is possible to obtain asymptotically efficient estimators of the other coefficients by a modified minimum chi square method

censored regression quantiles abstract the object of this paper is to demonstrate how the lad estimation method for the censored regression model can be extended to more general quantiles in this paper the form of the conditional quantiles for the censored regression models is heuristically derived and discussed the resulting estimators of the regression coefficients which include the censored lad estimator as a special case are shown to be consistent and asymptotically normally distributed under appropriately translated versions of the corresponding assumptions for the former approach consistent estimation of the asymptotic covariance matrix when the error terms are i i d is also treated the paper discussed how several quantile estimators might be combined to improve efficiency when the error terms are identically distributed and how tests of homoskedasticity and symmetry of the error distribution can be constructed using particular differences of the estimated coefficients

quantile regression with censoring and endogeneity in this paper we develop a new censored quantile instrumental variable cqiv estimator and describe its properties and computation the cqiv estimator combines powell 1986 censored quantile regression cqr to deal with censoring with a control variable approach to incorporate endogenous regressors the cqiv estimator is obtained in two stages that are nonadditive in the unobservables the first stage estimates a nonadditive model with infinite dimensional parameters for the control variable such as a quantile or distribution regression model the second stage estimates a nonadditive censored quantile regression model for the response variable of interest including the estimated control variable to deal with endogeneity for computation we extend the algorithm for cqr developed by chernozhukov and hong 2002 to incorporate the estimation of the control variable we give generic regularity conditions for asymptotic normality of the cqiv estimator and for the validity of resampling methods to approximate its asymptotic distribution we verify these conditions for quantile and distribution regression estimation of the control variable our analysis covers two stage uncensored quantile regression with nonadditive first stage as an important special case we illustrate the computation and applicability of the cqiv estimator with a monte carlo numerical example and an empirical application on estimation of engel curves for alcohol

treatment effects with censoring and endogeneity this article develops a nonparametric approach to identification and estimation of treatment effects on censored outcomes when treatment may be endogenous and have arbitrarily heterogenous effects identification is based on an instrumental variable that satisfies the exclusion and monotonicity conditions standard in the local average treatment effects framework the article proposes a censored quantile treatment effects estimator derives its asymptotic distribution and illustrates its performance using monte carlo simulations even in the exogenous case the estimator performs better in finite samples than existing censored quantile regression estimators and performs nearly as well as maximum likelihood estimators in cases where their distributional assumptions hold an empirical application to a subsidized job training program finds that participation significantly and dramatically reduced the duration of jobless spells especially at the right tail of the distribution

efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals this paper considers semiparametric efficient estimation ofconditional moment models with possibly nonsmooth residuals in unknown parametric components and unknown functions h of endogenous variables we show that 1 the penalized sieve minimum distance psmd estima tor can simultaneously achieve root n asymptotic normality ofand nonparametric optimal convergence rate of allowing for noncompact function parameter spaces 2 a simple weighted bootstrap procedure consistently estimates the limiting distribution of the psmd 3 the semi parametric efficiency bound formula of ai and chen 2003 remains valid for conditional models with nonsmooth residuals and the optimally weighted psmd estimator achieves the bound 4 the centered profiled optimally weighted psmd criterion is asymptotically chi square distributed we illustrate our theories using a partially linear quantile instrumental variables iv regression a monte carlo study and an empirical estimation of the shape invariant quantile iv engel curves

direct adaptive fuzzy control for nonlinear systems with time varying delays this paper focuses on the problem of direct adaptive fuzzy control for nonlinear strict feedback systems with time varying delays based on the razumikhin function approach a novel adaptive fuzzy controller is designed the proposed controller guarantees that the system output converges to a small neighborhood of the reference signal and all the signals in the closed loop system remain bounded different from the existing adaptive fuzzy control methodology the fuzzy logic systems are used to model the desired but unknown control signals rather than the unknown nonlinear functions in the systems as a result the proposed adaptive controller has a simpler form and requires fewer adaptation parameters

the conditional distribution of excess returns an empirical analysis abstract in this article we describe the cumulative distribution function of excess returns conditional on a broad set of predictors that summarize the state of the economy we do so by estimating a sequence of conditional logit models over a grid of values of the response variable our method uncovers higher order multidimensional structure that cannot be found by modeling only the first two moments of the distribution we compare two approaches to modeling one based on a conventional linear logit model and the other based on an additive logit the second approach avoids the curse of dimensionality problem of fully nonparametric methods while retaining both interpretability and the ability to let the data determine the shape of the relationship between the response variable and the predictors we find that the additive logit fits better and reveals aspects of the data that remain undetected by the linear logit the additive model retains its superiority even in out of sample prediction and portfolio s

adaptive control for nonlinear mimo time delay systems based on fuzzy approximation this paper focuses on the problem of adaptive control for a class of nonlinear multi input and multi output mimo systems with time delays a state feedback adaptive controller is constructed by backstepping technique fuzzy logic systems are used to approximate unknown nonlinear functions in the process of the controller design the main advantages of the proposed approach are twofold 1 the controller design is independent of the knowledge of the basis functions of fuzzy logic systems and 2 the suggested approach requires only m adaptive laws to control a nonlinear time delay system with m inputs simulation results illustrate the effectiveness of the proposed approach

quantile regression under random censoring censored regression models have received a great deal of attention in both the theoretical and applied econometric literature most of the existing estimation procedures for either cross sectional or panel data models are designed only for models with fixed censoring in this paper a new procedure for adapting these estimators designed for fixed censoring to models with random censoring is proposed this procedure is then applied to the clad and quantile estimators of powell j econom 25 1984 303 32 1986a 143 to obtain an estimator of the coefficients under a mild conditional quantile restriction on the error term that is applicable to samples exhibiting fixed or random censoring the resulting estimator is shown to have desirable asymptotic properties and performs well in a small scale simulation study

sieve instrumental variable quantile regression estimation of functional coefficient models abstract in this paper we consider sieve instrumental variable quantile regression ivqr estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates we estimate the functional coefficients by the sieve ivqr technique and establish the uniform consistency and asymptotic normality of the estimators based on the sieve estimates we propose a nonparametric specification test for the constancy of the functional coefficients and study its asymptotic we conduct simulations to evaluate the finite sample behavior of our estimator and test statistic and apply our method to study the estimation of quantile engel curves

twicing kernels and a small bias property of semiparametric estimators the purpose of this note is to show how semiparametric estimators with a small bias property can be constructed the small bias property sbp of a semiparametric estimator is that its bias converges to zero faster than the pointwise and integrated bias of the nonparametric estimator on which it is based we show that semiparametric estimators based on twicing kernels have the sbp we also show that semiparametric estimators where nonparametric kernel estimation does not affect the asymptotic variance have the sbp in addition we discuss an interpretation of series and sieve estimators as idempotent transformations of the empirical distribution that helps explain the known result that they lead to the sbp in monte carlo experiments we find that estimators with the sbp have mean square error that is smaller and less sensitive to bandwidth than those that do not have the sbp

fuzzy systems as universal approximators an additive fuzzy system can uniformly approximate any real continuous function on a compact domain to any degree of accuracy an additive fuzzy system approximates the function by covering its graph with fuzzy patches in the input output state space and averaging patches that overlap the fuzzy system computes a conditional expectation e y x if we view the fuzzy sets as random sets each fuzzy rule defines a fuzzy patch and connects commonsense knowledge with state space geometry neural or statistical clustering systems can approximate the unknown fuzzy patches from training data these adaptive fuzzy systems approximate a function at two levels at the local level the neural system approximates and tunes the fuzzy rules at the global level the rules or patches approximate the function

fuzzy sets and de morgan algebras abstract this paper examines some relations between on the one hand the concept of fuzzy sets and fuzzy topologies and on the other hand the concept of complete de morgan algebras and the topologies associated herewith

general analytical structure of typical fuzzy controllers and their limiting structure theorems abstract the fuzzy controllers studied in this paper have r input variables error rate change of error of process output etc n members of input fuzzy sets are employed to fuzzify the inputs nr nonlinear control rules represented by an arbitrary function f are used which are evaluated by any type of fuzzy logic in conjunction with any inference method the center of gravity algorithm is utilized for defuzzification the author proves that the general analytical structure of the fuzzy controllers is the sum of a global f dependent nonlinear controller and a local nonlinear controller which locally adjusts control action of the global controller as n the global nonlinear controller approaches a global f dependent nonlinear controller while the local nonlinear controller disappears a necessary and sufficient condition is obtained for judging convergence of limiting structure of the fuzzy controllers if linear control rules are used the global controller is a global r dimensional multilevel relay which approaches a global linear controller as n two illustrative examples which deal with linear product maximum and minimum control rules are given

semiparametric estimation of binary response models with endogenous regressors abstract in this paper we propose a two step semiparametric maximum likelihood sml estimator for the coefficients of a single index binary choice model with endogenous regressors when identification is achieved via a control function approach the first step consists of estimating a reduced form equation for the endogenous regressors and extracting the corresponding residuals in the second step the latter are added as control variates to the outcome equation which is in turn estimated by sml we establish the estimator s n consistency and asymptotic normality in a simulation study we compare the properties of our estimator with those of existing alternatives highlighting the advantages of our approach

nonlinear errors in variables estimation of some engel curves abstract the most common solution to the errors in variables problem for the linear regression model is the use of instrumental variable estimation however this methodology cannot be applied in the nonlinear regression framework in this paper we develop consistent estimators for nonlinear regression specifications when errors in variables are present we apply our methodology to estimation of engel curves on household data first we find that the lesser working specification of budget shares regressed on the log of income or expenditure should be generalized to higher order terms in log income also we find that errors in variables in either reported income or expenditure should be accounted for lastly and perhaps most interesting we find rather strong support for the gorman rank restriction on the matrix of coefficients for the polynomial terms in income

quantile regression methods for recursive structural equation models abstract two classes of quantile regression estimation methods for the recursive structural equation models of chesher 2003 identification in nonseparable models econometrica 71 1405 1441 are investigated a class of weighted average derivative estimators based directly on the identification strategy of chesher is contrasted with a new control variate estimation method the latter imposes stronger restrictions achieving an asymptotic efficiency bound with respect to the former class an application of the methods to the study of the effect of class size on the performance of dutch primary school students shows that i reductions in class size are beneficial for good students in language and for weaker students in mathematics ii larger classes appear beneficial for weaker language students and iii the impact of class size on both mean and median performance is negligible

the asymptotic variance of semiparametric estimators this paper derives a general formula for the asymptotic variance of semiparametric estimators that accounts for the presence of nonparametric estimators of functions the general formula is specialized to show invariance of the asymptotic variance to the type of nonparametric estimator and to obtain correction terms for estimation of densities and mean square projections including conditional expectations regularity conditions for the validity of the formula are also given including primitive conditions for asymptotic normality when series estimators are present new examples considered include a semiparametric panel probit estimator and a series estimator of the average derivative copyright 1994 by the econometric society

observer based fuzzy adaptive control for strict feedback nonlinear systems in this paper a new fuzzy adaptive control approach is developed for a class of siso strict feedback nonlinear systems with unmeasured states using fuzzy logic systems to approximate the unknown nonlinear functions a fuzzy adaptive observer is introduced for state estimation as well as system identification under the framework of the backstepping design fuzzy adaptive output feedback control is constructed recursively it is proven that the proposed fuzzy adaptive control approach guarantees the semi global boundedness property for all the signals and the tracking error to a small neighborhood of the origin simulation studies are included to illustrate the effectiveness of the proposed approach

least absolute deviations estimation for the censored regression model this paper proposes an alternative to maximum likelihood estimation of the parameters of the censored regression or censored tobit model the proposed estimator is a generalization of least absolute deviations estimation for the standard linear model and unlike estimation methods based on the assumption of normally distributed error terms the estimator is consistent and asymptotically normal for a wide class of error distributions and is also robust to heteroscedasticity the paper gives the regularity conditions and proofs of these large sample results and proposes classes of consistent estimators of the asymptotic covariance matrix for both homoscedastic and heteroscedastic disturbances

inference in censored models with endogenous regressors this paper analyzes the linear regression model y x with a conditional median assumption med e z 0 where z is a vector of exogenous instrument random variables we study inference on the parameter when y is censored and x is endogenous we treat the censored model as a model with interval observation on an outcome thus obtaining an incomplete model with inequality restrictions on conditional median regressions we analyze the identified features of the model and provide sufficient conditions for point identification of the parameter we use a minimum distance estimator to consistently estimate the identified features of the model we show that under point identification conditions and additional regularity conditions the estimator based on inequality restrictions is n normal and we derive its asymptotic variance one can use our setup to treat the identification and estimation of endogenous linear median regression models with no censoring a monte carlo analysis illustrates our estimator in the censored and the uncensored case

endogeneity in quantile regression models a control function approach this paper considers a linear triangular simultaneous equations model with conditional quantile restrictions the paper adjusts for endogeneity by adopting a control function approach and presents a simple two step estimator that exploits the partially linear structure of the model the first step consists of estimation of the residuals of the reduced form equation for the endogenous explanatory variable the second step is series estimation of the primary equation with the reduced form residual included nonparametrically as an additional explanatory variable this paper imposes no functional form restrictions on the stochastic relationship between the reduced form residual and the disturbance term in the primary equation conditional on observable explanatory variables the paper presents regularity conditions for consistency and asymptotic normality of the two step estimator in addition the paper provides some discussions on related estimation methods in the literature and on possible extensions and limitations of the estimation approach finally the numerical performance and usefulness of the estimator are illustrated by the results of monte carlo experiments and two empirical examples demand for fish and returns to schooling

adaptive control of a class of nonlinear pure feedback systems using fuzzy backstepping approach a controller is proposed for the robust backstepping control of a class of nonlinear pure feedback systems using fuzzy logic the proposed control scheme utilizes fuzzy logic systems to learn the behavior of the unknown plant dynamics filtered signals are employed to circumvent algebraic loop problems encountered in the implementation of the usual controllers and the approximation errors can be efficiently counteracted by employing smooth robust compensators most importantly the uniform ultimate boundedness of all signals in the closed loop system can be guaranteed and a priori knowledge of the plant dynamics is no longer required furthermore the proposed method can be used for adaptive control of a large class of single input single output nonlinear systems in both strict feedback and pure feedback forms and has great potential in many diverse applications the performance of the proposed approach is demonstrated through three simulation examples including one nonlinear pure feedback and two nonlinear strict feedback systems

fuzzy basis functions universal approximation and orthogonal least squares learning fuzzy systems are represented as series expansions of fuzzy basis functions which are algebraic superpositions of fuzzy membership functions using the stone weierstrass theorem it is proved that linear combinations of the fuzzy basis functions are capable of uniformly approximating any real continuous function on a compact set to arbitrary accuracy based on the fuzzy basis function representations an orthogonal least squares ols learning algorithm is developed for designing fuzzy systems based on given input output pairs then the ols algorithm is used to select significant fuzzy basis functions which are used to construct the final fuzzy system the fuzzy basis function expansion is used to approximate a controller for the nonlinear ball and beam system and the simulation results show that the control performance is improved by incorporating some common sense fuzzy control rules

censored regression quantiles with endogenous regressors this paper develops a semiparametric method for estimation of the censored regression model when some of the regressors are endogenous and continuously distributed and instrumental variables are available for them a distributional exclusion restriction is imposed on the unobservable errors whose conditional distribution is assumed to depend on the regressors and instruments only through a lower dimensional control variable here assumed to be the difference between the endogenous regressors and their conditional expectations given the instruments this assumption which implies a similar exclusion restriction for the conditional quantiles of the censored dependent variable is used to motivate a two stage estimator of the censored regression coefficients in the first stage the conditional quantile of the dependent variable given the instruments and the regressors is nonparametrically estimated as are the first stage reduced form residuals to be used as control variables the second stage estimator is a weighted least squares regression of pairwise differences in the estimated quantiles on the corresponding differences in regressors using only pairs of observations for which both estimated quantiles are positive i e in the uncensored region and the corresponding difference in estimated control variables is small the paper gives the form of the asymptotic distribution for the proposed estimator and discusses how it compares to similar estimators for alternative models

universal fuzzy controllers a collection b of fuzzy controllers is a universal fuzzy controller if and only if given any controllable process p it can also be controlled by some fuzzy controller in b this paper identifies a new type of universal fuzzy controller

semiparametric estimation of a censored regression model with endogeneity abstract censoring and endogeneity are common in empirical applications however the existing semiparametric estimation methods for the censored regression model with endogeneity under an independence restriction are associated with some drawbacks in this paper we propose a new semiparametric estimator that overcomes these drawbacks we derive conditional quantile moment conditions for all the conditional quantiles and propose a moment based estimator in particular we construct two types of moment conditions and develop a computationally attractive estimator we show that our estimator is consistent and asymptotic normal a monte carlo study indicates that our estimator performs well in finite samples and compares favorably with existing methods

direct adaptive fuzzy tracking control for a class of perturbed strict feedback nonlinear systems in this paper a novel direct adaptive fuzzy tracking control scheme is presented for a class of perturbed strict feedback nonlinear systems with unknown virtual control coefficients based on the mamdani type fuzzy logic system online approximation capability a direct adaptive fuzzy tracking controller is developed by using the backstepping approach the proposed design scheme guarantees that all the signals in the resulting closed loop system are uniform ultimate bounded and the tracking error converges to an arbitrarily small neighborhood of the origin in addition the number of the online adaptive parameters is not more than the order of the considered system and the possible controller singularity problem is removed by introducing the modified integral lyapunov functions finally two simulation examples are used to demonstrate the effectiveness of the proposed control scheme

towards a paradigm for fuzzy logic control the purpose of this paper is to lay a foundation for fuzzy logic control flc design constructing a class of fuzzy logic controllers that is suitable for a broad range of controls applications some scalar definitions in flc are extended to the n dimensional case including vector fuzzy number and membership vector a rigorous mathematical expression is given for the function g x called the reasoning surface manufactured by a fuzzy associative memory fam for the existence and uniqueness of solutions in any closed loop system with a fuzzy logic controller it is shown that the fam function g x must be lipschitz this places restrictions on the allowed rules in the flc it is argued that for effective control design the membership functions should not be uniformly spaced the triangular membership functions generally suffice and product inferencing should be used under these conditions the flc manufactures a piecewise multilinear lipschitz fam function g x that is a generalized proportional plus derivative plus offset controller the scalar and two dimensional cases are studied in detail

hierarchies of higher order kernels recent literature on functional estimation has shown the importance of kernels with vanishing moments although no general framework was given to build kernels of increasing order apart from some specific methods based on moment relationships the purpose of the present paper is to develop such a framework and to show how to build higher order kernels with nice properties and to solve optimization problems about kernels the proofs given here unlike standard variational arguments explain why some hierarchies of kernels do have optimality properties applications are given to functional estimation in a general context in the last section special attention is paid to density estimates based on kernels of order m r i e kernels of orderr for estimation of derivatives of orderm convergence theorems are easily derived from interpretation by means of projections inl2 spaces

quantile and probability curves without crossing this paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions also known as the quantile crossing problem bassett and koenker 1982 the method consists in sorting or monotone rearranging the original estimated non monotone curve into a monotone rearranged curve we show that the rearranged curve is closer to the true quantile curve than the original curve in finite samples establish a functional delta method for rearrangement related operators and derive functional limit theory for the entire rearranged curve and its functionals we also establish validity of the bootstrap for estimating the limit law of the entire rearranged curve and its functionals our limit results are generic in that they apply to every estimator of a monotone function provided that the estimator satisfies a functional central limit theorem and the function satisfies some smoothness conditions consequently our results apply to estimation of other econometric functions with monotonicity restrictions such as demand production distribution and structural distribution functions we illustrate the results with an application to estimation of structural distribution and quantile functions using data on vietnam veteran status and earnings

identification in nonseparable models weak nonparametric restrictions are developed sufficient to identify the values of derivatives of structural functions in which latent random variables are nonseparable these derivatives can exhibit stochastic variation in a microeconometric context this allows the impact of a policy intervention as measured by the value of a structural derivative to vary across people who are identical as measured by covariates when the restrictions are satisfied quantiles of the distribution of a policy impact across people can be identified the identification restrictions are local in the sense that they are specific to the values of the covariates and the specific quantiles of latent variables at which identification is sought the conditions do not include the commonly required independence of latent variables and covariates they include local versions of the classical rank and order conditions and local quantile insensitivity conditions values of structural derivatives are identified by functionals of quantile regression functions and can be estimated using the same functionals applied to estimated quantile regression functions

two step estimation of semiparametric censored regression models root n consistent estimators of the regression coecients in the linear censored regression model under conditional quantile restrictions on the error terms were pro posed by powell journal of econometrics 25 1984 303 325 32 1986a 143 155 while those estimators have desirable asymptotic properties under weak regularity conditions simulation studies have shown these estimators to exhibit a small sam ple bias in the opposite direction of the least squares bias for censored data this paper introduces two step estimators for these models which minimize convex objec tive functions and are designed to overcome thisnite sample bias the paper gives regularity conditions under which the proposed two step estimators are consistent and asymptotically normal a monte carlo study compares thenite sample behavior of the proposed methods with their one step counterparts 2001 elsevier science s a all rights reserved

adaptive fuzzy tracking control of nonlinear time delay systems with unknown virtual control coefficients in this paper a novel adaptive fuzzy control scheme is proposed for a class of uncertain single input and single output siso nonlinear time delay systems with the lower triangular form fuzzy logic systems are used to approximate unknown nonlinear functions then the adaptive fuzzy tracking controller is constructed by combining lyapunov krasovskii functionals and the backstepping approach the proposed controller guarantees uniform ultimate boundedness of all the signals in the closed loop system while the tracking error converges to a small neighborhood of the origin an advantage of the proposed control scheme lies in that the number of adaptive parameters is not more than the order of the systems under consideration finally simulation studies are given to demonstrate the effectiveness of the proposed design scheme

semi nonparametric iv estimation of shape invariant engel curves this paper studies a shape invariant engel curve system with endogenous total expenditure in which the shape invariant specification involves a common shift parameter for each demographic group in a pooled system of nonparametric engel curves we focus on the identification and estimation of both the nonparametric shapes of the engel curves and the parametric specification of the demographic scaling parameters the identification condition relates to the bounded completeness and the estimation procedure applies the sieve minimum distance estimation of conditional moment restrictions allowing for endogeneity we establish a new root mean squared convergence rate for the nonparametric instrumental variable regression when the endogenous regressor could have unbounded support root n asymptotic normality and semiparametric efficiency of the parametric components are also given under a set of low level sufficient conditions our empirical application using the u k family expenditure survey shows the importance of adjusting for endogeneity in terms of both the nonparametric curvatures and the demographic parameters of systems of engel curves

approximation theory of fuzzy systems spl minus siso case in this paper the approximation properties of mimo fuzzy systems generated by the product inference are discussed we first give an analysis of fuzzy basic functions fbf s and present several properties of fbf s based on these properties of fbf s we obtain several basic approximation properties of fuzzy systems 1 basic approximation property which reveals the basic approximation mechanism of fuzzy systems 2 uniform approximation bounds which give the uniform approximation bounds between the desired control or decision functions and fuzzy systems 3 uniform convergent property which shows that fuzzy systems with defined approximation accuracy can always be obtained by dividing the input space into finer fuzzy regions and 4 universal approximation property which shows that fuzzy systems are universal approximators and extends some previous results on this aspect the similarity between fuzzy systems and mathematical approximation is discussed and an idea to improve approximation accuracy is suggested based on uniform approximation bounds

asymptotics for semiparametric econometric models via stochastic equicontinuity this paper provides a general framework for proving the square root of t consistency and asymptotic normality of a wide variety of semiparametric estimators the class of estimators considered consists of estimators that can be defined as the solution to a minimization problem based on a criterion function that may depend on a preliminary infinite dimensional nuisance parameter estimator the method of proof exploits results concerning the stochastic equicontinuity of stochastic processes the results are applied to the problem of semiparametric weighted least squares estimation of partially parametric regression models primitive conditions are given for square root of t consistency and asymptotic normality of this estimator copyright 1994 by the econometric society

set identification of the censored quantile regression model for short panels with fixed effects this paper studies identification and estimation of a censored quantile regression model for short panel data with fixed effects using the redistribution of mass idea we obtain bounds on the conditional distribution of differences of the model across periods under conditional quantile restrictions together with a weak conditional independence assumption along the lines of rosen 2012 the inversion of the distribution bounds characterizes the sharp identified set via a set of inequalities based on conditional quantile functions due to the presence of censoring some of the inequalities defining the identified set hold trivially and have no identification power moreover those trivial inequalities cause a difficulty in estimating the identified set to deal with the issue we propose a two step estimation method where the first step consists of excluding trivial inequalities and the second step performs minimization of a convex criterion function using the remaining inequalities we establish asymptotic properties of the set estimator and also consider sufficient conditions under which point identification can be attained

adaptive fuzzy tracking control for a class of perturbed strict feedback nonlinear time delay systems this paper is concerned with the problem of adaptive fuzzy output tracking for a class of perturbed strict feedback nonlinear systems with time delays and unknown virtual control coefficients fuzzy logic systems in mamdani type are used to approximate the unknown nonlinear functions then the adaptive fuzzy tracking controller is designed by using the backstepping technique and lyapunov krasovskii functionals the proposed adaptive fuzzy controller guarantees that all the signals in the closed loop system are bounded and the system output eventually converges to a small neighborhood of the desired reference signal an advantage of the proposed control scheme lies in that the number of the online adaptive parameters is not more than the order of the original system finally two examples are used to demonstrate the effectiveness of our results proposed in this paper

an alternative estimator for the censored quantile regression model the paper introduces an alternative estimator for the linear censored quantile regression model the objective function is globally convex and the estimator is a solution to a linear programming problem hence a global minimizer is obtained in a finite number of simplex iterations the suggested estimator also applies to the case where the censoring point is an unknown function of a set of regressors it is shown that under fairly weak conditions the estimator has a n convergence rate and is asymptotically normal in the case of a fixed censoring point its asymptotic property is nearly equivalent to that of the estimator suggested by powell 1984 1986a a monte carlo study performed shows that the suggested estimator has very desirable small sample properties it precisely corrects for the bias induced by censoring even when there is a large amount of censoring and for relatively small sample sizes

three step censored quantile regression and extramarital affairs this article suggests very simple three step estimators for censored quantile regression models with a separation restriction on the censoring probability the estimators are theoretically attractive i e asymptotically as efficient as the celebrated powell s censored least absolute deviation estimator at the same time they are conceptually simple and have trivial computational expenses they are especially useful in samples of small size or models with many regressors with desirable finite sample properties and small bias the separation restriction costs a small reduction of generality relative to the canonical censored regression quantile model yet its main plausible features remain intact the estimator can also be used to estimate a large class of traditional models including the normal amemiya tobin model and many accelerated failure and proportional hazard models we illustrate the approach with an extramarital affairs example and contrast our findings with those of fair

censored regression quantiles using quantile regression to analyze survival times offers an valuable complement to traditional cox proportional hazards modelling unfortunately this approach has been hampered by the lack of a conditional quantile estimator for censored data that is directly analogous to the kaplan meier estimator and applies under standard assumptions for censored regression models here a recursively reweighted estimator of the regression quantile process is developed as a direct generalization of the kaplan meier estimator specifically the asymptotic behavior is directly analogous to that of the kaplan meier estimator and computation is essentially equivalent to current simplex methods for the quantile process in the uncensored case some preliminary examples suggest the strong potential of these methods as a complement to the use of cox models