Regression Quantile and Averaged Regression Quantile Processes

Jureckova, J

Jureckova, J (reprint author), Charles Univ Prague, Dept Probabil & Stat, Fac Math & Phys, Sokolovska 83, Prague 18675 8, Czech Republic.

ANALYTICAL METHODS IN STATISTICS, AMISTAT 2015, 2017; 193 ( ): 53

Abstract

We consider the averaged version (B) over tilde (n)(alpha) of the two-step regression alpha-quantile, introduced in [6] and studied in [7]. We show th......

Full Text Link