Regression Quantiles and Related Process
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H.L. Koul; K. Mukherjee
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Article
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1994
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Elsevier Science
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English
β 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