Weighted quantile regression with nonelliptically structured covariates

DOI10.1002/cjs.5550360407zbMath1166.62021OpenAlexW2139897960MaRDI QIDQ3626379

Matías Salibián Barrera, Ying Wei

Publication date: 22 May 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.5550360407

zbMATH Keywords

robustness

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Linear inference, regression (62J99)

Related Items (2)

On Fractile Transformation of Covariates in Regression ⋮ A General Quantile Function Model for Economic and Financial Time Series

Cites Work

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• Mallows-Type Bounded-Influence-Regression Trimmed Means
• Regression Quantiles
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• A Lack-of-Fit Test for Quantile Regression
• Regression Depth

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