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  • Search: subject:"Monotonicity Regression quantile Min-Max formula"
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Monotonicity Regression quantile Min-Max formula 1
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Poiraud-Casanova, Sandrine 1 Thomas-Agnan, Christine 1
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Statistics & Probability Letters 1
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About monotone regression quantiles
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...
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