| Title:
|
Asymptotics of the regression quantile basic solution under misspecification (English) |
| Author:
|
Knight, Keith |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
53 |
| Issue:
|
3 |
| Year:
|
2008 |
| Pages:
|
223-234 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| 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. (English) |
| Keyword:
|
regression quantiles |
| Keyword:
|
basic solution |
| Keyword:
|
misspecified model |
| MSC:
|
60F05 |
| MSC:
|
60F99 |
| MSC:
|
62E20 |
| MSC:
|
62G08 |
| MSC:
|
62J02 |
| MSC:
|
62J05 |
| MSC:
|
62J20 |
| idZBL:
|
Zbl 1197.62075 |
| idMR:
|
MR2411126 |
| DOI:
|
10.1007/s10492-008-0006-0 |
| . |
| Date available:
|
2010-07-20T12:18:38Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140317 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| . |
