On monotonicity of regression quantile functions
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References listed on IDEAS
- Portnoy, Stephen, 1991. "Asymptotic behavior of regression quantiles in non-stationary, dependent cases," Journal of Multivariate Analysis, Elsevier, vol. 38(1), pages 100-113, July.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Qu, Zhongjun & Yoon, Jungmo, 2015.
"Nonparametric estimation and inference on conditional quantile processes,"
Journal of Econometrics,
Elsevier, vol. 185(1), pages 1-19.
- Zhongjun Qu & Jungmo Yoon, 2011. "Nonparametric Estimation and Inference on Conditional Quantile Processes," Boston University - Department of Economics - Working Papers Series WP2011-059, Boston University - Department of Economics.
- Juban, Romain & Ohlsson, Henrik & Maasoumy, Mehdi & Poirier, Louis & Kolter, J. Zico, 2016. "A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014," International Journal of Forecasting, Elsevier, vol. 32(3), pages 1094-1102.
- Peng, Limin, 2012. "Self-consistent estimation of censored quantile regression," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 368-379.
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