Empirical regression quantile processes.

DOI10.21136/AM.2020.0295-19OpenAlexW3029054783MaRDI QIDQ778555FDOQ778555

Authors: Jan Picek, Martin Schindler, Jana Jurečková 

Publication date: 2 July 2020

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/am.2020.0295-19

Recommendations

• scientific article; zbMATH DE number 1104305
• Quantile regression when the covariates are functions
• Vector-on-function quantile regression for stationary ergodic processes
• Conditional quantile processes based on series or many regressors
• Estimation in functional linear quantile regression

zbMATH Keywords

\(R\)-estimatoraveraged regression quantilefunctionals of the quantile processone-step regression quantile

Mathematics Subject Classification ID

General nonlinear regression (62J02) Numerical mathematical programming methods (65K05) Linear programming (90C05) Order statistics; empirical distribution functions (62G30) Numerical methods involving duality (49M29)

Cites Work

• Regression rank scores and regression quantiles
• Regression Quantiles
• Quantile regression.
• Trimmed Least Squares Estimation in the Linear Model
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Averaged extreme regression quantile
• Title not available (Why is that?)
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Averaged Regression Quantiles
• Title not available (Why is that?)
• A property of the observations fit by the extreme regression quantiles
• Title not available (Why is that?)
• Methodology in robust and nonparametrics statistics.
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Robust Statistical Methods with R

Cited In (2)

• Directional quantile regression in R
• On the quantile process based on the autoregressive residuals.

Uses Software

• quantreg

This page was built for publication: Empirical regression quantile processes.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q778555)