Restricted regression quantiles

DOI10.1006/jmva.1999.1849zbMath0977.62079OpenAlexW2033060733MaRDI QIDQ1969725

Quanshui Zhao

Publication date: 4 June 2000

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

Full work available at URL: https://doi.org/10.1006/jmva.1999.1849

zbMATH Keywords

regression quantilesefficiencyheteroscedasticitylinear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items

Constrained quantile regression and heteroskedasticity ⋮ Linear quantile mixed models ⋮ Quantiles via moments

Cites Work

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