An Empirical Quantile Function for Linear Models with | operatornameiid Errors

DOI10.2307/2287261zbMath0493.62047OpenAlexW2335190428MaRDI QIDQ3956244

Gilbert Jun. Bassett, Roger W. Koenker

Publication date: 1982

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2287261

zbMATH Keywords

asymptotic normality weak consistency linear models finite sample properties empirical quantile function conditional quantile function estimate of error quantile function iid errors regression quantile statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

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