Finite-sample distribution of regression quantiles

DOI10.1016/J.SPL.2010.08.023MaRDI QIDQ613188zbMATH OpenOpenAlexFDO

Authors Jana Jurečková

Publication date 20 December 2010

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

Full work available at URL https://doi.org/10.1016/j.spl.2010.08.023

zbMATH Keywords

regression quantilescore functionorder statisticsextreme regression quantileregression rank scores

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

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Cited in

(8)

• Finite-sample density and its small sample asymptotic approximation
• Regression quantiles and their two-step modifications
• Asymptotic and finite-sample properties in statistical estimation
• The least trimmed quantile regression
• Finite sample inference for quantile regression models
• scientific article; zbMATH DE number 4043082 (Why is no real title available?)
• Saddlepoint tests for quantile regression
• On extreme regression quantiles

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