Asymptotics of the regression quantile basic solution under misspecification

被引：0
|
作者：
Keith Knight
机构：
[1] University of Toronto,Department of Statistics
来源：
Applications of Mathematics | 2008年 / 53卷
关键词：
regression quantiles; basic solution; misspecified model;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：223 / 234
页数：11
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