Asymptotics of the regression quantile basic solution under misspecification.

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

zbMATH Keywords

misspecified model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 5769855 (Why is no real title available?)
• scientific article; zbMATH DE number 3307153 (Why is no real title available?)
• A new polynomial-time algorithm for linear programming
• An innovation approach to goodness-of-fit tests in \(R^ m\)
• An interior point algorithm for nonlinear quantile regression
• Asymptotic Theory of Least Absolute Error Regression
• Inference on the Quantile Regression Process
• Local Limit Theorems for Distributions of Sums of Independent Random Vectors
• Local Limit Theorems for Lattice Random Variables
• Monte Carlo sampling methods using Markov chains and their applications
• Nonstandard quantile-regression inference
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression.
• Regression Quantiles

Cited in

(1)

• Asymptotic Behavior of the Number of Regression Quantile Breakpoints

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