Some results on generalized regression quantiles

DOI10.1080/03610929108830539MaRDI QIDQ3212121zbMATH OpenOpenAlexFDO

Authors Jiahua Chen, Jing Qin

Publication date 1991

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929108830539

zbMATH Keywords

asymmetric least squaresasymptotic representation of generalized regression quantilesdata-based methodleast absolute deviationloss functionsM-estimatorrobustnessscale equivariant properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cites work

• A second-order asymptotic distributional representation of M-estimators with discontinuous score functions
• Approximation Theorems of Mathematical Statistics
• Asymmetric Least Squares Estimation and Testing
• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• On M-processes and M-estimation
• One-Step Huber Estimates in the Linear Model
• Regression Quantiles
• Robust Estimation of a Location Parameter
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The optimal L_pnorm estimator in linear regression models

Cited in

(3)

• Expectiles and M-quantiles are quantiles
• New link functions for distribution-specific quantile regression based on vector generalized linear and additive models
• A generalized quantile regression model

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