Regression rank scores and regression quantiles
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Publication:1192972
DOI10.1214/aos/1176348524zbMath0759.62015OpenAlexW2047827159MaRDI QIDQ1192972
C. Gutenbrunner, Jana Jureckova
Publication date: 27 September 1992
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176348524
dual problemlinear programmingregression quantileslinear model\(L\)-statisticsheteroscedastic linear regression modellinear rank statisticsduality of order statisticsregression rank- scorestrimmed least-squares estimator
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