Regression Quantile and Averaged Regression Quantile Processes
From MaRDI portal
Publication:5283080
DOI10.1007/978-3-319-51313-3_3zbMath1366.62136OpenAlexW2581450988MaRDI QIDQ5283080
Publication date: 18 July 2017
Published in: Analytical Methods in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-51313-3_3
Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Linear programming (90C05)
Related Items (1)
Cites Work
- Unnamed Item
- Averaged extreme regression quantile
- Regression quantiles and their two-step modifications
- Regression rank scores and regression quantiles
- Weighted empirical processes in dynamic nonlinear models.
- Autoregression quantiles and related rank-scores processes
- Trimmed Least Squares Estimation in the Linear Model
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors
- Regression Quantiles
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Averaged Regression Quantiles
This page was built for publication: Regression Quantile and Averaged Regression Quantile Processes