Estimation of quantile density function based on regression quantiles

DOI10.1016/0167-7152(94)00097-RzbMath0818.62035OpenAlexW2090296916MaRDI QIDQ1892117

Yadolah Dodge, Jana Jureckova

Publication date: 8 June 1995

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00097-r

zbMATH Keywords

histogramorder statisticskernel estimatorsregression quantilesscale equivariantestimators of quantile density functionL1-inferenceregression invariant

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

Cites Work

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• Distribution of quantiles in samples from a bivariate population
• Adaptive choice of mean or median in estimating the center of a symmetric distribution
• A Smooth Nonparametric Estimator of a Quantile Function
• L-Estimation for Linear Models
• Tests of Linear Hypotheses and l"1 Estimation
• ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
• Regression Quantiles
• Asymptotic Theory of Least Absolute Error Regression

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