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Strong Consistency of Regression Quantiles and Related Empirical Processes

✍ Scribed by Gilbert W. Bassett and Roger W. Koenker


Book ID
121232351
Publisher
Cambridge University Press
Year
1986
Tongue
English
Weight
680 KB
Volume
2
Category
Article
ISSN
0266-4666

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Regression Quantiles and Related Process
✍ H.L. Koul; K. Mukherjee πŸ“‚ Article πŸ“… 1994 πŸ› Elsevier Science 🌐 English βš– 681 KB

This paper obtains asymptotic representations of the regression quantiles and the regression rank-scores processes in linear regression setting when the errors are a function of Gaussian random variables that are stationary and long range dependent. These representations are then used to obtain the