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@unpublished{KMa.04,
	Author = {Koenker, R. and L. Ma},
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	Year = 2004
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@unpublished{KDVGD,
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@article{AB.01,
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	      year = {2001},
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		      volume = {103},
		          number = {1-2},
			      pages = {345--386},
			          keywords = {coefficient of excess
				    kurtosis; Confidence interval;
				    Density estimation; Hypothesis
				      test; $P$-value; Quantile;
				    Simulation; standard error
				      estimate}
}


@article{AB.00,
      author = {Andrews, Donald W. K. and Buchinsky, Moshe},
          title = {A three-step method for choosing the number of
	    bootstrap repetitions},
	      year = {2000},
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			      pages = {23--51},
			          keywords = {Bias correction;
				    Confidence interval; Hypothesis
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				    standard error estimate}
}


	
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        Pages = {458--468},
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        Year = 2001
}
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@article{KT.79,
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@article{JK.01,
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	}
@article{T.02,
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@article{AT.01,
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			      keywords = {Location parameter}
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@article{RU.00,
	Author = {Rockafellar, R.T. and S. Uryasev},
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@mastersthesis{Laine,
	Author = {Laine, B.},
	Title = { Depth Contours as Multivariate Quantiles: A Directional Approach},
	School = {Universit\'e Libre de Bruxelles},
	Year = 2001
	}
@unpublished{Kiwiel.04,
	Author = {Kiwiel, K.C.},
	title = {Improved Randomized Selection},
	note = {preprint},
	Year = 2004
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@unpublished{BS.02,
	Author = {Bouy\'{e}, E. and M. Salmon },
	title = {Dynamic Copula Quantile Regressions and Tail Area
		Dynamic Dependence in Forex Markets},
	note = {preprint},
	Year = 2002
}

@article{Abadie.02,
	Author = {Abadie, A.},
	title = {Bootstrap Tests for Distributional Treatment Effects
	  in Instrumental Variable Models},
	Journal = { JASA},
	Volume = {97},
	pages = {284--292},
	Year = 2002
}
@article{ChernHan:04,
  	Author = {Chernozhukov, V. and C. Hansen},
	Title = {An IV Model of Quantile Treatment Effects},
	Journal = { Econometrica},
	Note = {forthcoming},
	Year = 2004
	}

@article{aai:02,
	Author = {Abadie, A. and J. Angrist and G. Imbens},
	title = {Instrumental Variables Estimates of Subsidized
	  Training on the Quantile of Trainee Earnings},
	Journal = { Econometrica},
	Volume = {70},
	pages = {91--117},
	Year = 2002
}

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@unpublished{IN.02,
	Author = {Imbens, G. and W. Newey}, 
	Title = {Identification and Estimation of Triangular Simultaneous
		Equations Models Without Additivity}, 
	Note = {preprint},	
	Year = 2002
	}
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    Keywords = {Robustness; Efficiency; Order statistics; Trimmed mean;
               Rank test; Huber's maximum likelihood estimator;
               Heavy-tailed distributions; Tukey model}
}   
 
@article{BickSak,
	Author = {Bickel, P. and Sakov, A.},
	Title = {An {E}dgeworth expansion for the $m$ out of $n$ bootstrapped
		median},
	Journal = StPrLet,
	Year = 2000,
	}
@unpublished{BickSak.99,
	Author = {Bickel, P. and Sakov, A.},
	Title = {On the choice of $m$ in the $m$ out of $n$ bootstrap
		in estimation problems},
	Note = {preprint},
	Year = 1999,
	}
@book{Vapnik.95,
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@book{Ripley.96,
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    Year = 1996
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@book{Brownlee,
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@article{abadie.97,
	Author = {Abadie, A.},
	Title = {Changes in {S}panish Labor Income Structure during the 1980's: 
		A Quantile Regression Approach}, 
	Journal = { Investigaciones Economicas}, 
	Volume = 21, 
	Pages = {253--272}, 
	Year = 1997
}

@article{ai.94,
	author =  {Imbens, G.W. and J.D. Angrist },
	title = {Identification and Estimation of Local Average 
			Treatment Effects}, 
	journal = {Econometrica}, 
	Volume = 62, 
	Pages = {467-475},
	Year = 1994
}

 
@article{air.96,
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	title = {Identification of Causal Effects Using Instrumental Variables},
	journal = JASA, 
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	Pages = {444--472},
	Year = 1996
}

@article{amem.82,
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    Author = {Amemiya, Takeshi},
    Title = {Two Stage Least Absolute Deviations Estimators},
    Year = 1982
}




@article{amma.93,
    Journal = JASA,
    Volume = 88,
    Pages = {505--514},
    Keywords = {Eigenvalue; $M$-estimator},
    Author = {Ammann, Larry P.},
    Title = {Robust Singular Value Decompositions: {A} New Approach to
            Projection Pursuit},
    Year = 1993
}

@article{hamp:1974,
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    Title = {The Influence Curve and Its Role in Robust Estimation},
    Year = 1974,
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    Pages = {383--393},
    Keywords = {Trimmed mean; Huberizing; von Mises functional; Jackknife;
               $U$-statistic; Winsorized mean; $M$-estimator}
} 
@article{rous:1984,
    Author = {Rousseeuw, Peter J.}, 
    Title = {Least Median of Squares Regression},
    Year = 1984,
    Journal = {Journal of the American Statistical Association},
    Volume = 79,
    Pages = {871--880},
    Keywords = {Outlier; Robust regression; Breakdown point}
}
@inproceedings{DH.83,
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    Title = {The Notion of Breakdown Point},
    Year = 1983,
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@book{Pstudy,
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@unpublished{FK.97,
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@unpublished{tannuri.00,
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@unpublished{BF.98,
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