Asymptotically optimal estimation in a linear fractional regression problem with random errors in coefficients.
Previous Page 2
Sakhanenko, A.I., Linke, Yu.Yu. (2006)
Sibirskij Matematicheskij Zhurnal
Keith Knight (2008)
Applications of Mathematics
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.
Previous Page 2