NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522): Difference between revisions

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+Bootstrap Methods for Median Regression Models
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+Regression rank scores and regression quantiles
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+Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
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+Goodness of Fit and Related Inference Processes for Quantile Regression
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+Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
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+Asymptotic Behavior of the Number of Regression Quantile Breakpoints
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+Asymptotic Theory of Least Absolute Error Regression
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+Local Limit Theorems for Lattice Random Variables
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+Local Limit Theorems for Distributions of Sums of Independent Random Vectors
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+Inference on the Quantile Regression Process
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+An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
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