메뉴 건너뛰기




Volumn 72, Issue 1, 2000, Pages 78-99

Restricted Regression Quantiles

Author keywords

Efficiency; Heteroscedasticity; Linear model; Regression quantile

Indexed keywords


EID: 0042411294     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1849     Document Type: Article
Times cited : (20)

References (17)
  • 1
    • 0006325557 scopus 로고
    • One-step Huber estimates in the linear model
    • Bickel P. J. One-step Huber estimates in the linear model. J. Amer. Statist. Assoc. 70:1975;428-434.
    • (1975) J. Amer. Statist. Assoc. , vol.70 , pp. 428-434
    • Bickel, P.J.1
  • 3
    • 0002057896 scopus 로고
    • Regression percentiles using asymmetric squared error loss
    • Efron B. Regression percentiles using asymmetric squared error loss. Statist. Sinica. 1:1991;93-125.
    • (1991) Statist. Sinica , vol.1 , pp. 93-125
    • Efron, B.1
  • 4
    • 0001083136 scopus 로고
    • Regression rank scores and regression quantiles
    • Gutenbrunner G., Jurečková J. Regression rank scores and regression quantiles. Ann. Statist. 20:1992;305-330.
    • (1992) Ann. Statist. , vol.20 , pp. 305-330
    • Gutenbrunner, G.1    Jurečková, J.2
  • 6
    • 0031527874 scopus 로고    scopus 로고
    • Quantile curves without crossing
    • He X. Quantile curves without crossing. Amer. Statist. 51:1997;186-192.
    • (1997) Amer. Statist. , vol.51 , pp. 186-192
    • He, X.1
  • 7
    • 0001083309 scopus 로고
    • Asymptotic relations of M-estimates and R-estimates in linear regression models
    • Jurečková J. Asymptotic relations of M-estimates and R-estimates in linear regression models. Ann. Statist. 5:1977;464-472.
    • (1977) Ann. Statist. , vol.5 , pp. 464-472
    • Jurečková, J.1
  • 8
    • 0042732485 scopus 로고
    • A note on L-estimates for linear models
    • Koenker R. A note on L-estimates for linear models. Statist. Probab. Lett. 2:1984;323-325.
    • (1984) Statist. Probab. Lett. , vol.2 , pp. 323-325
    • Koenker, R.1
  • 10
    • 0000432092 scopus 로고
    • Robust tests for heteroscedasticity based on regression quantiles
    • Koenker R., Bassett G. Robust tests for heteroscedasticity based on regression quantiles. Econometrica. 50:1982;43-61.
    • (1982) Econometrica , vol.50 , pp. 43-61
    • Koenker, R.1    Bassett, G.2
  • 12
    • 0011006249 scopus 로고
    • L-estimation for linear heteroscedastic models
    • Koenker R., Zhao Q. L-estimation for linear heteroscedastic models. J. Nonparametr. Statist. 3:1994;223-235.
    • (1994) J. Nonparametr. Statist. , vol.3 , pp. 223-235
    • Koenker, R.1    Zhao, Q.2
  • 13
    • 0030365545 scopus 로고    scopus 로고
    • Conditional quantile estimation and inference for ARCH models
    • Koenker R., Zhao Q. Conditional quantile estimation and inference for ARCH models. Econometric Theory. 12:1996;793-813.
    • (1996) Econometric Theory , vol.12 , pp. 793-813
    • Koenker, R.1    Zhao, Q.2
  • 14
    • 0002323528 scopus 로고
    • Asymptotic behavior of regression quantiles in non-stationary, dependent cases
    • Portnoy S. Asymptotic behavior of regression quantiles in non-stationary, dependent cases. J. Multivariate Anal. 38:1992;100-113.
    • (1992) J. Multivariate Anal. , vol.38 , pp. 100-113
    • Portnoy, S.1
  • 15
    • 84909762139 scopus 로고
    • Trimmed least square estimation in the linear models
    • Ruppert D., Carroll R. J. Trimmed least square estimation in the linear models. J. Amer. Statist. Assoc. 75:1980;828-838.
    • (1980) J. Amer. Statist. Assoc. , vol.75 , pp. 828-838
    • Ruppert, D.1    Carroll, R.J.2
  • 16
    • 0042732482 scopus 로고
    • The trimmed mean in the linear model
    • Welsh A. H. The trimmed mean in the linear model. Ann. Statist. 85:1987;729-743.
    • (1987) Ann. Statist. , vol.85 , pp. 729-743
    • Welsh, A.H.1
  • 17
    • 0030546332 scopus 로고    scopus 로고
    • Direct use of regression quantiles to construct confidence sets in linear models
    • Zhou K. Q., Portnoy S. Direct use of regression quantiles to construct confidence sets in linear models. Ann. Statist. 24:1996;287-306.
    • (1996) Ann. Statist. , vol.24 , pp. 287-306
    • Zhou, K.Q.1    Portnoy, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.