Regression and conditional regression quantiles

2022 ◽  
pp. 385-401
Author(s):  
Dag Tjøstheim ◽  
Håkon Otneim ◽  
Bård Støve
Keyword(s):  
Regression Quantiles

ESTIMATING EFFECTS OF LIMITING FACTORS WITH REGRESSION QUANTILES

Ecology ◽  
1999 ◽  
Vol 80 (1) ◽  
pp. 311-323 ◽  
Author(s):  
Brian S. Cade ◽  
James W. Terrell ◽  
Richard L. Schroeder
Keyword(s):  
Limiting Factors ◽  
Regression Quantiles

scholarly journals ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE

2015 ◽  
Vol 32 (3) ◽  
pp. 686-713 ◽  
Author(s):  
Walter Oberhofer ◽  
Harry Haupt
Keyword(s):  
Quantile Regression ◽  
Asymptotic Normality ◽  
Regression Model ◽  
Asymptotic Theory ◽  
Asymptotic Properties ◽  
Covariance Estimation ◽  
First Order ◽  
Regression Quantiles ◽  
Quantile Regression Model ◽  
Consistency And Asymptotic Normality

This paper studies the asymptotic properties of the nonlinear quantile regression model under general assumptions on the error process, which is allowed to be heterogeneous and mixing. We derive the consistency and asymptotic normality of regression quantiles under mild assumptions. First-order asymptotic theory is completed by a discussion of consistent covariance estimation.

About monotone regression quantiles

2000 ◽  
Vol 48 (1) ◽  
pp. 101-104 ◽  
Author(s):  
Sandrine Poiraud-Casanova ◽  
Christine Thomas-Agnan
Keyword(s):  
Monotone Regression ◽  
Regression Quantiles
Sign in / Sign up

Export Citation Format

Share Document