Inference on the quantile regression process

Econometrica

Volumn 70, Issue 4, 2002, Pages 1583-1612

  Koenker, Roger ^a   Xiao, Zhijie ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Khmaladze transformation; Kolmogorov Smirnov test; Lehmann treatment effect; Quantile regression

Indexed keywords

LEAST SQUARES APPROXIMATIONS; MATHEMATICAL TRANSFORMATIONS; RANDOM PROCESSES; REGRESSION ANALYSIS; THEOREM PROVING;

QUANTILE REGRESSIONS;

ECONOMICS;

EID: 0036071942     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00342     Document Type: Article

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