Finite-sample distribution of regression quantiles

DOI10.1016/J.SPL.2010.08.023zbMath1202.62028OpenAlexW2044380918MaRDI QIDQ613188

Jana Jureckova

Publication date: 20 December 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.023

zbMATH Keywords

order statisticsextreme regression quantileregression rank scoresscore functionregression quantile

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (5)

Regression quantiles and their two-step modifications ⋮ The least trimmed quantile regression ⋮ Finite-sample density and its small sample asymptotic approximation ⋮ Saddlepoint tests for quantile regression ⋮ Asymptotic and Finite-Sample Properties in Statistical Estimation

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