Finite-sample distribution of regression quantiles
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Publication:613188
DOI10.1016/j.spl.2010.08.023zbMath1202.62028MaRDI QIDQ613188
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.023
order statistics; extreme regression quantile; regression rank scores; score function; regression quantile
62H10: Multivariate distribution of statistics
62J05: Linear regression; mixed models
62E15: Exact distribution theory in statistics
62G30: Order statistics; empirical distribution functions
Related Items
Asymptotic and Finite-Sample Properties in Statistical Estimation, Saddlepoint tests for quantile regression, Regression quantiles and their two-step modifications, The least trimmed quantile regression, Finite-sample density and its small sample asymptotic approximation
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