Distribution of quantiles in samples from a bivariate population

Cited in

(53)

On the estimation of the quantile density function
A kernel-type estimator for generalized quantiles
Asymptotically efficient estimation of the sparsity function at a point
Edgeworth expansions for studentized and prepivoted sample quantiles
On pointwise nonparametric estimation of a density function
Approximate distribution of the maximum deviation of histograms
A Berry-Esseen-type theorem of quantile density estimators
Unified estimators of smooth quantile and quantile density functions
Limit theorems for nonparametric sample entropy estimators
The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
Almost-sure uniform error bounds of general smooth estimators of quantile density functions.
New methods for bias correction at endpoints and boundaries
Estimation of quantile density function based on regression quantiles
Adaptive choice of trimming proportions
Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
Uniform consistency of generalized kernel estimators of quantile density
A plug-in bandwidth selector for nonparametric quantile regression
Predictive quantile regressions under persistence and conditional heteroskedasticity
Inference for quantile measures of skewness
Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
Spacings around an order statistic
Robust firm pricing with panel data
On the estimation of location parameters in the multivariate one sample and two sample problems
A further comparison of tests of hypotheses in LAV regression
Testing for structural change in regression quantiles
Quantile cointegrating regression
An asymptotic analysis of the bootstrap bias correction for the empirical CTE
On using the jackknife to estimate quantile variance
Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
Asymptotic normality of Powell's kernel estimator
Numerical tabulations for a statistic similar to student’s t
Improving linear quantile regression for replicated data
CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
Constrained quantile regression and heteroskedasticity
Developing ridge estimation method for median regression
The method of simulated quantiles
Focused information criterion and model averaging based on weighted composite quantile regression
A distribution-free approach for selecting better treatment through an ethical allocation
A comparison of testing and confidence interval methods for the median
Evaluation of a three-step method for choosing the number of bootstrap repetitions
Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles
Density estimation using bootstrap quantile variance and quantile-mean covariance
Distribution-free confidence intervals for the standardized median
The asymptotics of price and strategy in the buyer's bid double auction
Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
A bootstrap approach to hypothesis testing in least absolute value regression
A note on hypothesis testing in LAV multiple regression: A small sample comparison
A note on hypothesis testing in LAV multiple regression: a small sample comparison
Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity
A smoothed bootstrap estimator for a Studentized sample quantile
Iterative weighted LAD estimation with homoskedasticity testing using the Gini concentration index
Estimating structural changes in regression quantiles
On the error incurred using the bootstrap variance estimate when constructing confidence intervals for quantiles

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