On sign-based regression quantiles

DOI10.1080/00949655.2013.875176MaRDI QIDQ5220799zbMATH OpenOpenAlexFDO

Authors P. F. Tarassenko, Sergey Tarima, A. V. Zhuravlev, Siddhartha Singh

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2013.875176

zbMATH Keywords

quantile regressionnonparametric methodshospital chargessign-based methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 1024381 (Why is no real title available?)
• Asymptotic Theory of Least Absolute Error Regression
• Estimates of Location Based on Rank Tests
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• Large Sample Properties of Generalized Method of Moments Estimators
• Quantile regression.
• Robust mean estimation under a possibly incorrect log-normality assumption
• Simulation and the Asymptotics of Optimization Estimators

Cited in

(4)

• Bayesian non-crossing quantile regression for regularly varying distributions
• Statistical estimation in the presence of possibly incorrect model assumptions
• scientific article; zbMATH DE number 5815898 (Why is no real title available?)
• Estimation combining unbiased and possibly biased estimators

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