Quasi-maximum likelihood estimation for conditional quantiles (Q265018): Difference between revisions

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Quasi-maximum likelihood estimation for conditional quantiles
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    Quasi-maximum likelihood estimation for conditional quantiles (English)
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    1 April 2016
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    tick-exponential family
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    minimax representation
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    QMLE
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    conditional quantiles
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    asymptotic distribution
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    misspecification
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