NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522)

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scientific article; zbMATH DE number 6287676

Language	Label	Description	Also known as
English	NONSTANDARD QUANTILE-REGRESSION INFERENCE	scientific article; zbMATH DE number 6287676

Statements

scholarly article

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NONSTANDARD QUANTILE-REGRESSION INFERENCE (English)

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Econometric Theory

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publication date

23 April 2014

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MaRDI profile type

MaRDI publication profile

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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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Identifiers

zbMATH Open document ID

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10.1017/S0266466609090719

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5411522

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