Sheep in wolf's clothing: using the least squares criterion for quantile estimation

DOI10.1016/J.ECONLET.2014.09.035zbMATH Open1311.62072OpenAlexW2094018316MaRDI QIDQ2345265FDOQ2345265

Authors: Heng Chen 

Publication date: 19 May 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/103028

Recommendations

• Quantile regression via iterative least squares computations
• Combining least-squares and quantile regressions
• On approximate computation of the quantile criterion
• Quantile estimation via distribution fitting
• Kernel Quantile Estimators

zbMATH Keywords

least squares estimationquantile couplingquantile model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Order statistics; empirical distribution functions (62G30)

Cites Work

• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Quantile regression.
• Title not available (Why is that?)
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Inference on the Quantile Regression Process
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• On the existence of moments of generalized order statistics.
• Exponential inequalities for tail probabilities of generalized order statistics
• Nonparametric regression with homogeneous group testing data
• An Extension of Wilks' Method for Setting Tolerance Limits
• Robust nonparametric estimation via wavelet median regression
• Miscellanea. A note on design transformation and binning in nonparametric curve estimation
• Quantile coupling inequalities and their applications
• \(k\)-nearest neighbor estimation of inverse-density-weighted expectations with dependent data
• Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours

This page was built for publication: Sheep in wolf's clothing: using the least squares criterion for quantile estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2345265)