Regression quantiles and their two-step modifications

DOI10.1016/J.SPL.2012.02.016MaRDI QIDQ426697zbMATH OpenOpenAlexFDO

Authors Jan Picek, Jana Jurečková

Publication date 11 June 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2012.02.016

zbMATH Keywords

R-estimatorregression rank scoresautoregression quantilestwo-step regression quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Linear programming (90C05)

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Cites work

• scientific article; zbMATH DE number 5769854 (Why is no real title available?)
• scientific article; zbMATH DE number 5770651 (Why is no real title available?)
• scientific article; zbMATH DE number 3229181 (Why is no real title available?)
• Autoregression quantiles and related rank-scores processes
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Finite-sample distribution of regression quantiles
• Optimal tests for autoregressive models based on autoregression rank scores
• Regression Quantiles
• Regression rank scores and regression quantiles
• Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression

Cited in

(3)

• scientific article; zbMATH DE number 5769854 (Why is no real title available?)
• scientific article; zbMATH DE number 5815898 (Why is no real title available?)
• Regression quantile and averaged regression quantile processes

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