summary:We consider the asymptotic distribution of covariate values in the quantile regression basic solution under weak assumptions. A diagnostic procedure for assessing homogeneity of the conditional densities is also proposed
This paper studies the asymptotic properties of the nonlinear quantile regression model under genera...
Abstract: This paper studies the asymptotic properties of the nonlinear quantile regression model un...
This paper establishes that the availability of instrumental variables enables the identification an...
summary:We consider the asymptotic distribution of covariate values in the quantile regression basic...
To date the literature on quantile regression and least absolute deviation regression has assumed ei...
This paper studies the asymptotic properties of the nonlinear quantile regression model under genera...
Allowing for misspecification in the linear conditional quantile function, this paper provides a new...
The asymptotic variance matrix of the quantile regression estimator depends on the density of the er...
Quantile regression provides a method for estimating quantiles of a distribution while incorporating...
Abstract. Classical least squares regression may be viewed as a natural way of extending the idea of...
Possibly misspecified linear quantile regression models are considered. A measure for assessing the ...
We study the sampling properties of two alternative approaches to estimating the conditional distrib...
The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from ...
For fixed α Ε 0, 1., the quantile regression function gives the α th quantile θ αx. in the condition...
The asymptotic behaviour of the bootstrap distribution of the sample median and other sample quantil...
This paper studies the asymptotic properties of the nonlinear quantile regression model under genera...
Abstract: This paper studies the asymptotic properties of the nonlinear quantile regression model un...
This paper establishes that the availability of instrumental variables enables the identification an...
summary:We consider the asymptotic distribution of covariate values in the quantile regression basic...
To date the literature on quantile regression and least absolute deviation regression has assumed ei...
This paper studies the asymptotic properties of the nonlinear quantile regression model under genera...
Allowing for misspecification in the linear conditional quantile function, this paper provides a new...
The asymptotic variance matrix of the quantile regression estimator depends on the density of the er...
Quantile regression provides a method for estimating quantiles of a distribution while incorporating...
Abstract. Classical least squares regression may be viewed as a natural way of extending the idea of...
Possibly misspecified linear quantile regression models are considered. A measure for assessing the ...
We study the sampling properties of two alternative approaches to estimating the conditional distrib...
The joint asymptotic distributions of the marginal quantiles and quantile functions in samples from ...
For fixed α Ε 0, 1., the quantile regression function gives the α th quantile θ αx. in the condition...
The asymptotic behaviour of the bootstrap distribution of the sample median and other sample quantil...
This paper studies the asymptotic properties of the nonlinear quantile regression model under genera...
Abstract: This paper studies the asymptotic properties of the nonlinear quantile regression model un...
This paper establishes that the availability of instrumental variables enables the identification an...
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