Efficient quantile regression for heteroscedastic models

DOI10.1080/00949655.2014.967244zbMath1457.62113OpenAlexW1984332806MaRDI QIDQ5220890

Yoonsuh Jung, Steven N. MacEachern, Yoonkyung Lee

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10289/9355

zbMATH Keywords

heteroscedasticityquantile regressioncheck loss function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items

Constrained quantile regression and heteroskedasticity ⋮ Quantile regression for large-scale data via sparse exponential transform method ⋮ Modified check loss for efficient estimation via model selection in quantile regression ⋮ Quantile Methods for Stochastic Frontier Analysis

Uses Software

• AS 229

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