Empirical regression quantile processes.

DOI10.21136/AM.2020.0295-19MaRDI QIDQ778555zbMATH OpenOpenAlexFDO

Authors Jan Picek, Martin Schindler, Jana Jurečková

Publication date 2 July 2020

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21136/am.2020.0295-19

zbMATH Keywords

\(R\)-estimatoraveraged regression quantilefunctionals of the quantile processone-step regression quantile

Mathematics Subject Classification ID

General nonlinear regression (62J02) Numerical mathematical programming methods (65K05) Linear programming (90C05) Order statistics; empirical distribution functions (62G30) Numerical methods involving duality (49M29)

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Cites work

• scientific article; zbMATH DE number 5769854 (Why is no real title available?)
• scientific article; zbMATH DE number 3907602 (Why is no real title available?)
• scientific article; zbMATH DE number 3229181 (Why is no real title available?)
• A property of the observations fit by the extreme regression quantiles
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Averaged Regression Quantiles
• Averaged extreme regression quantile
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Methodology in robust and nonparametrics statistics.
• Quantile regression.
• Regression Quantiles
• Regression rank scores and regression quantiles
• Robust Statistical Methods with R
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(2)

• Directional quantile regression in R
• On the quantile process based on the autoregressive residuals.

Describes a project that uses

Uses Software

• quantreg

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