Härdle, Wolfgang; Song, Song - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
Let (X1, Y1), . . ., (Xn, Yn) be i.i.d. rvs and let l(x) be the unknown p-quantile regression curve of Y on X. A …
SFB 649 Discussion Paper 2008-027
The Stochastic
Fluctuation
of the Quantile
Regression … Quantile Regression∗
Wolfgang K. H¨ardle †, Song Song ‡
Abstract
Let (X1,Y1), ..., (Xn,Yn) be i.i.d. rvs and let l(x) be the un …