A simplified condition for quantile regression

DOI10.1016/J.SPL.2025.110444MaRDI QIDQ6976956zbMATH OpenFDO

Authors Liang Peng, Yongcheng Qi

Publication date 31 May 2025

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

Full work available at URL https://doi.org/10.1016/J.SPL.2025.110444

zbMATH Keywords

heteroscedasticityresidualsquantile regressionconditional expectation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Financial applications of other theories (91G80)

Cites work

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• Testing Constant Serial Dynamics in Two-Step Risk Inference for Longitudinal Actuarial Data
• Two-step risk analysis in insurance ratemaking

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