Finite-sample distribution of regression quantiles
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References listed on IDEAS
- Koenker,Roger, 2005.
"Quantile Regression,"
Cambridge Books,
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Cited by:
- Jurečková, Jana & Picek, Jan, 2012. "Regression quantiles and their two-step modifications," Statistics & Probability Letters, Elsevier, vol. 82(6), pages 1111-1115.
- Jurecková, Jana & Sabolová, Radka, 2011. "Finite-sample density and its small sample asymptotic approximation," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 1311-1318, August.
- Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
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Keywords
Order statistic Regression quantile Extreme regression quantile Regression rank scores Score function;Statistics
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