Asymptotics of the regression quantile basic solution under misspecification

Keith Knight

Applications of Mathematics (2008)

  • Volume: 53, Issue: 3, page 223-234
  • ISSN: 0862-7940

Abstract

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We consider the asymptotic distribution of covariate values in the quantile regression basic solution under weak assumptions. A diagnostic procedure for assessing homogeneity of the conditional densities is also proposed.

How to cite

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Knight, Keith. "Asymptotics of the regression quantile basic solution under misspecification." Applications of Mathematics 53.3 (2008): 223-234. <http://eudml.org/doc/37780>.

@article{Knight2008,
abstract = {We consider the asymptotic distribution of covariate values in the quantile regression basic solution under weak assumptions. A diagnostic procedure for assessing homogeneity of the conditional densities is also proposed.},
author = {Knight, Keith},
journal = {Applications of Mathematics},
keywords = {regression quantiles; basic solution; misspecified model; misspecified model},
language = {eng},
number = {3},
pages = {223-234},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Asymptotics of the regression quantile basic solution under misspecification},
url = {http://eudml.org/doc/37780},
volume = {53},
year = {2008},
}

TY - JOUR
AU - Knight, Keith
TI - Asymptotics of the regression quantile basic solution under misspecification
JO - Applications of Mathematics
PY - 2008
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 53
IS - 3
SP - 223
EP - 234
AB - We consider the asymptotic distribution of covariate values in the quantile regression basic solution under weak assumptions. A diagnostic procedure for assessing homogeneity of the conditional densities is also proposed.
LA - eng
KW - regression quantiles; basic solution; misspecified model; misspecified model
UR - http://eudml.org/doc/37780
ER -

References

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