Regression quantiles and their two-step modifications

Regression quantiles and their two-step modifications based on R-estimation of slope components of regression parameter are asymptotically equivalent and are very close numerically even for small sample sizes; their extreme versions even exactly coincide. Regarding that, we study their relations under finite samples and show under which conditions their values exactly coincide. This inter-relation is also numerically illustrated.

MoreLess

Year of publication:	2012
Authors:	Jurečková, Jana ; Picek, Jan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 6, p. 1111-1115
Publisher:	Elsevier
Subject:	Regression quantile \| Regression rank scores \| Two-step regression quantile \| Autoregression quantile \| R-estimator

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011040002