General matching quantiles M-estimation

Qin, SS; Wu, YH

Qin, SS (corresponding author), York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada.

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020; 147 ():

Abstract

Matching quantiles estimation (MQE) is a useful technique that allows one to find a linear combination of a set of random variables that matches the d......

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