Poiraud-Casanova, Sandrine; Thomas-Agnan, Christine - In: Statistics & Probability Letters 48 (2000) 1, pp. 101-104
The aim of this paper is to prove the equivalence between the regression quantile under monotonicity constraint and the Min-Max formula introduced by Casady and Cryer (1976, Ann. Math. Statist. 4 (3), 532-541). The proof of this result uses an original probability density which does not appear...