The second-order asymptotic properties of asymmetric least squares estimation
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Publication:2297951
DOI10.1007/s13571-019-00189-8zbMath1437.62260OpenAlexW2913556002MaRDI QIDQ2297951
Publication date: 20 February 2020
Published in: Sankhyā. Series B (Search for Journal in Brave)
Full work available at URL: https://economics.ucr.edu/repec/ucr/wpaper/201910.pdf
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)
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Cites Work
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- Regression Quantiles
- Asymmetric least squares regression estimation: A nonparametric approach∗
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