Regression quantile and averaged regression quantile processes

DOI10.1007/978-3-319-51313-3_3MaRDI QIDQ5283080zbMATH OpenOpenAlexFDO

Authors Jana Jurečková

Publication date 18 July 2017

Published in Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-51313-3_3

zbMATH Keywords

averaged regression quantileregression quantile processtwo-step regression quantile process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Linear programming (90C05)

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Cites work

• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Autoregression quantiles and related rank-scores processes
• Averaged extreme regression quantile
• Averaged Regression Quantiles
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Quantile regression.
• Regression Quantiles
• Regression quantiles and their two-step modifications
• Regression rank scores and regression quantiles
• Trimmed Least Squares Estimation in the Linear Model
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(4)

• Average collapsibility of distribution dependence and quantile regression coefficients
• Regression quantiles and their two-step modifications
• Averaged Autoregression Quantiles in Autoregressive Model
• Moderate deviations for quantile regression processes

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