Asymptotics of the regression quantile basic solution under misspecification.

DOI10.1007/S10492-008-0006-0zbMath1197.62075OpenAlexW1965345987MaRDI QIDQ834019

Keith Knight

Publication date: 17 August 2009

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

Full work available at URL: https://eudml.org/doc/37780

zbMATH Keywords

misspecified model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new polynomial-time algorithm for linear programming
• An innovation approach to goodness-of-fit tests in \(R^ m\)
• An interior point algorithm for nonlinear quantile regression
• Local Limit Theorems for Lattice Random Variables
• Local Limit Theorems for Distributions of Sums of Independent Random Vectors
• Regression Quantiles
• Asymptotic Theory of Least Absolute Error Regression
• NONSTANDARD QUANTILE-REGRESSION INFERENCE
• Inference on the Quantile Regression Process
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Monte Carlo sampling methods using Markov chains and their applications

This page was built for publication: Asymptotics of the regression quantile basic solution under misspecification.