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Quantity quantiles linear regression

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  • Paolo Radaelli
  • Michele Zenga

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Suggested Citation

  • Paolo Radaelli & Michele Zenga, 2008. "Quantity quantiles linear regression," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(4), pages 455-469, October.
    • Handle: RePEc:spr:stmapp:v:17:y:2008:i:4:p:455-469
    DOI: 10.1007/s10260-007-0071-7
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    References listed on IDEAS

    as
    1. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521608275.
    2. Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall.
    3. Jones, M. C., 1994. "Expectiles and M-quantiles are quantiles," Statistics & Probability Letters, Elsevier, vol. 20(2), pages 149-153, May.
    4. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731.
    5. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    6. Newey, Whitney K & Powell, James L, 1987. "Asymmetric Least Squares Estimation and Testing," Econometrica, Econometric Society, vol. 55(4), pages 819-847, July.
    Full references (including those not matched with items on IDEAS)

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