Asymptotics of the regression quantile basic solution under misspecification

Institute of Mathematics, Czech Academy of Sciences - Tập 53 - Trang 223-234 - 2008
Keith Knight1
1Department of Statistics, University of Toronto, Toronto, Canada

Tóm tắt

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.

Tài liệu tham khảo

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