On sign-based regression quantiles

DOI10.1080/00949655.2013.875176zbMATH Open1457.62119OpenAlexW2023027787MaRDI QIDQ5220799FDOQ5220799

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

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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)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Quantile regression.
• Estimates of Location Based on Rank Tests
• Simulation and the Asymptotics of Optimization Estimators
• Asymptotic Theory of Least Absolute Error Regression
• Title not available (Why is that?)
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• Robust mean estimation under a possibly incorrect log-normality assumption

Cited In (4)

• Bayesian non-crossing quantile regression for regularly varying distributions
• Statistical estimation in the presence of possibly incorrect model assumptions
• Title not available (Why is that?)
• Estimation combining unbiased and possibly biased estimators

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