A property of the observations fit by the extreme regression quantiles

DOI10.1016/0167-9473(88)90075-8zbMATH Open0726.62104OpenAlexW2046044663WikidataQ126812536 ScholiaQ126812536MaRDI QIDQ804176FDOQ804176

Authors Gilbert W. jun. Bassett 

Publication date 1988

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(88)90075-8

zbMATH Keywords

regression quantilebreakdown pointextreme values

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Recommendations

• On extreme regression quantiles
• scientific article; zbMATH DE number 5770651
• Extremal quantile regression
• Extreme quantile regression in a proportional tail framework
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• Quality of fit measures in the framework of quantile regression

Cites work

• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Least Median of Squares Regression
• Regression Quantiles
• Robust regression using repeated medians

Cited in

(7)

• Empirical regression quantile processes.
• Averaged Autoregression Quantiles in Autoregressive Model
• scientific article; zbMATH DE number 5770651 (Why is no real title available?)
• Exact fit points under simple regression with replication
• scientific article; zbMATH DE number 2143286 (Why is no real title available?)
• Applied regression analysis bibliography update 1988-89
• Averaged extreme regression quantile

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