Asymptotics of the regression quantile basic solution under misspecification.
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Publication:834019
DOI10.1007/S10492-008-0006-0zbMATH Open1197.62075OpenAlexW1965345987MaRDI QIDQ834019FDOQ834019
Authors: Keith Knight 
Publication date: 17 August 2009
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37780
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Cites Work
- Regression Quantiles
- Quantile regression.
- A new polynomial-time algorithm for linear programming
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- Inference on the Quantile Regression Process
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- Monte Carlo sampling methods using Markov chains and their applications
- Asymptotic Theory of Least Absolute Error Regression
- An interior point algorithm for nonlinear quantile regression
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- An innovation approach to goodness-of-fit tests in \(R^ m\)
- Local Limit Theorems for Lattice Random Variables
- Local Limit Theorems for Distributions of Sums of Independent Random Vectors
- Nonstandard quantile-regression inference
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