Regression quantiles and their two-step modifications
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Publication:426697
DOI10.1016/j.spl.2012.02.016zbMath1239.62080MaRDI QIDQ426697
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
62G08: Nonparametric regression and quantile regression
62H12: Estimation in multivariate analysis
62G35: Nonparametric robustness
62J05: Linear regression; mixed models
90C05: Linear programming
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Cites Work
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- Finite-sample distribution of regression quantiles
- Regression rank scores and regression quantiles
- Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression
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- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals