Finite-sample distribution of regression quantiles

DOI10.1016/j.spl.2010.08.023zbMath1202.62028MaRDI QIDQ613188

Jana Jureckova

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.023

zbMATH Keywords

order statistics; extreme regression quantile; regression rank scores; score function; regression quantile

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62J05: Linear regression; mixed models

62E15: Exact distribution theory in statistics

62G30: Order statistics; empirical distribution functions

Related Items

Regression quantiles and their two-step modifications, The least trimmed quantile regression, Finite-sample density and its small sample asymptotic approximation

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