Composing the cumulative quantile regression function and the Goldie concentration curve

DOI10.1016/j.jmva.2010.11.010zbMath1215.62045OpenAlexW2005145274MaRDI QIDQ631634

Szeman Tse

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.11.010

zbMATH Keywords

Lorenz curveinduced order statisticscumulative quantile regression functionstrong Gaussian approximations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Concentration curve for truncated and censored data

Cites Work

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