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
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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
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
BA - General mathematics
OECD FORD branch
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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
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