Neocleous, Tereza; Portnoy, Stephen - In: Statistics & Probability Letters 78 (2008) 10, pp. 1226-1229
In the linear regression quantile model, the conditional quantile of the response, Y, given x is QYx([tau])[reverse not equivalent]x'[beta]([tau]). Though QYx([tau]) must be monotonically increasing, the Koenker-Bassett regression quantile estimator, , is not monotonic outside a vanishingly...