Asymmetric Least Squares Estimation and Testing

DOI10.2307/1911031zbMath0625.62047OpenAlexW2042590947WikidataQ64116493 ScholiaQ64116493MaRDI QIDQ153948

Whitney K. Newey, James L. Powell, James L. Powell, Whitney K. Newey

Publication date: July 1987

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a1cb030afda1c6de859e351bcd87f77b5a62759b

zbMATH Keywords

conditional symmetryexpectileslocation measureshomoscedasticityregression quantileerror distributionasymmetric least squares estimationlocal relative efficiency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

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