Some results on generalized regression quantiles

DOI10.1080/03610929108830539zbMath0724.62030OpenAlexW1989627018MaRDI QIDQ3212121

Jing Qin, Jiahua Chen

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

robustnessleast absolute deviationloss functionsM-estimatorasymmetric least squaresdata-based methodasymptotic representation of generalized regression quantilesscale equivariant properties

Mathematics Subject Classification ID

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

Related Items

Expectiles and \(M\)-quantiles are quantiles

Cites Work

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