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Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions

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  • Kanamori, Takafumi
  • Takeuchi, Ichiro

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  • Kanamori, Takafumi & Takeuchi, Ichiro, 2006. "Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3605-3618, August.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:12:p:3605-3618
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    References listed on IDEAS

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    1. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    2. Chen, Songnian & Khan, Shakeeb, 2000. "Estimating censored regression models in the presence of nonparametric multiplicative heteroskedasticity," Journal of Econometrics, Elsevier, vol. 98(2), pages 283-316, October.
    3. Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
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    1. Ivanović, Blagoje & Milošević, Bojana & Obradović, Marko, 2020. "Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting," Computational Statistics & Data Analysis, Elsevier, vol. 151(C).

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