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

DOI10.1016/j.econlet.2014.09.035zbMath1311.62072MaRDI QIDQ2345265

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

zbMATH Keywords

least squares estimation; quantile coupling; quantile model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G30: Order statistics; empirical distribution functions

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