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

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zbMATH Keywords

regression quantilebreakdown pointextreme values

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (7)

• Title not available (Why is that?)
• Exact fit points under simple regression with replication
• Averaged extreme regression quantile
• Averaged Autoregression Quantiles in Autoregressive Model
• Title not available (Why is that?)
• Applied regression analysis bibliography update 1988-89
• Empirical regression quantile processes.

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