Asymptotics of the regression quantile basic solution under misspecification.
From MaRDI portal
Publication:834019
DOI10.1007/s10492-008-0006-0zbMath1197.62075MaRDI QIDQ834019
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
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62J20: Diagnostics, and linear inference and regression
Cites Work
- 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
- Local Limit Theorems for Lattice Random Variables
- Local Limit Theorems for Distributions of Sums of Independent Random Vectors
- Regression Quantiles
- Asymptotic Theory of Least Absolute Error Regression
- NONSTANDARD QUANTILE-REGRESSION INFERENCE
- Inference on the Quantile Regression Process
- Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
- Monte Carlo sampling methods using Markov chains and their applications
- Unnamed Item
- Unnamed Item
- Unnamed Item