Two-stage rank estimation of quantile index models (Q5928975)

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scientific article; zbMATH DE number 1587831
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Two-stage rank estimation of quantile index models
scientific article; zbMATH DE number 1587831

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    Two-stage rank estimation of quantile index models (English)
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    5 May 2003
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    monotonic transformation
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    quantile regression
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    heteroscedasticity
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    rank regression
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    Monte Carlo results
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