Regression quantiles and their two-step modifications

DOI10.1016/J.SPL.2012.02.016zbMATH Open1239.62080OpenAlexW2097374889MaRDI QIDQ426697FDOQ426697

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

Recommendations

• scientific article
• Regression quantile and averaged regression quantile processes
• On extreme regression quantiles
• scientific article; zbMATH DE number 2143284
• Robust regression quantiles.

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)

Cites Work

• Regression rank scores and regression quantiles
• Regression Quantiles
• Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Title not available (Why is that?)
• Autoregression quantiles and related rank-scores processes
• Optimal tests for autoregressive models based on autoregression rank scores
• Finite-sample distribution of regression quantiles

Cited In (3)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Regression Quantile and Averaged Regression Quantile Processes

This page was built for publication: Regression quantiles and their two-step modifications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q426697)