Empirical regression quantile processes.

DOI10.21136/AM.2020.0295-19OpenAlexW3029054783MaRDI QIDQ778555

Martin Schindler, Jan Picek, Jana Jureckova

Publication date: 2 July 2020

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/am.2020.0295-19

zbMATH Keywords

\(R\)-estimatoraveraged regression quantilefunctionals of the quantile processone-step regression quantile

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Order statistics; empirical distribution functions (62G30) General nonlinear regression (62J02) Numerical methods involving duality (49M29) Linear programming (90C05)

Uses Software

• quantreg

Cites Work

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• Averaged extreme regression quantile
• A property of the observations fit by the extreme regression quantiles
• Regression rank scores and regression quantiles
• Methodology in Robust and Nonparametric Statistics
• Trimmed Least Squares Estimation in the Linear Model
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• Regression Quantiles
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• Robust Statistical Methods with R
• Averaged Regression Quantiles

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