On monotonicity of regression quantile functions

DOI10.1016/J.SPL.2007.11.024zbMath1141.62055OpenAlexW1965158531MaRDI QIDQ935829

Tereza Neocleous, Stephen L. Portnoy

Publication date: 8 August 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/3799/1/neocleous2.pdf

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (11)

Bayesian quantile regression using random B-spline series prior ⋮ Bayesian non-parametric simultaneous quantile regression for complete and grid data ⋮ SMOOTH DENSITY SPATIAL QUANTILE REGRESSION ⋮ Simultaneous multiple non-crossing quantile regression estimation using kernel constraints ⋮ Nearly root-\(n\) approximation for regression quantile processes ⋮ On multivariate quantiles under partial orders ⋮ Asymptotics for censored regression quantiles ⋮ Expectile and quantile regression—David and Goliath? ⋮ Self-consistent estimation of censored quantile regression ⋮ Model-based bootstrap for detection of regional quantile treatment effects ⋮ Nonparametric estimation and inference on conditional quantile processes

Cites Work

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• Asymptotic behavior of regression quantiles in non-stationary, dependent cases
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Direct use of regression quantiles to construct confidence sets in linear models
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Regression Quantiles
• Statistical inference on heteroscedastic models based on regression quantiles

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