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Averaged regression quantile

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F14%3A10283242" target="_blank" >RIV/00216208:11320/14:10283242 - isvavai.cz</a>

  • Result on the web

    <a href="http://link.springer.com/book/10.1007%2F978-3-319-02651-0" target="_blank" >http://link.springer.com/book/10.1007%2F978-3-319-02651-0</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Averaged regression quantile

  • Original language description

    The average regression alpha-quantile, standardized with the regression parameter, is shown being asymptotically equivalent to the alpha-quantile of models errors, under general conditions on the model. This result, which remains true under a local heteroscedasticity of model errors, has many applications in the inference based on observations, affected by a linear regression.

  • Czech name

  • Czech description

Classification

  • Type

    C - Chapter in a specialist book

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/GAP201%2F12%2F0083" target="_blank" >GAP201/12/0083: Statistical procedures: Behavior under finite and infinite numbers of observations</a><br>

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Book/collection name

    Contemporary Developments in Statistical Theory

  • ISBN

    978-3-319-02650-3

  • Number of pages of the result

    14

  • Pages from-to

    203-216

  • Number of pages of the book

    396

  • Publisher name

    Springer International Publishing

  • Place of publication

    Cham

  • UT code for WoS chapter