Asymptotic behavior of regression quantiles in non-stationary, dependent cases

DOI10.1016/0047-259X(91)90034-YzbMath0737.62078MaRDI QIDQ1176293

Stephen L. Portnoy

Publication date: 25 June 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

decompositionlinear processesnonstationary processesARMA processesgeneral linear modeldependent errorsBahadur representation of regression quantilesdepartures from independenceerror processeshighly non-stationarynonvanishing bias term

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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