Finite-sample distribution of regression quantiles

DOI10.1016/J.SPL.2010.08.023zbMATH Open1202.62028OpenAlexW2044380918MaRDI QIDQ613188FDOQ613188

Jana Jurečková

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

regression quantilescore functionorder statisticsextreme regression quantileregression rank scores

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Regression rank scores and regression quantiles
• Extremal quantile regression
• Nonregular regression
• On extreme regression quantiles
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• Trimmed Least Squares Estimation in the Linear Model
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• Tail Behavior of Regression Estimators and their Breakdown Points
• An analysis of variance test for normality (complete samples)
• Limiting distributions of linear programming estimators
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• Autoregression quantiles and related rank-scores processes
• Optimal tests for autoregressive models based on autoregression rank scores
• LEAST-SQUARES ESTIMATION OF LOCATION AND SCALE PARAMETERS USING ORDER STATISTICS
• Tests of linear hypotheses based on regression rank scores
• Small-sample asymptotic distributions of M-estimators of location
• Title not available (Why is that?)
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Cited In (7)

• Finite-sample density and its small sample asymptotic approximation
• Regression quantiles and their two-step modifications
• Saddlepoint tests for quantile regression
• Title not available (Why is that?)
• The least trimmed quantile regression
• Asymptotic and Finite-Sample Properties in Statistical Estimation
• On extreme regression quantiles

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