Regression Quantile and Averaged Regression Quantile Processes

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365815" target="_blank" >RIV/00216208:11320/17:10365815 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-51313-3_3" target="_blank" >http://dx.doi.org/10.1007/978-3-319-51313-3_3</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-51313-3_3" target="_blank" >10.1007/978-3-319-51313-3_3</a>

Result language
angličtina
Original language name
Regression Quantile and Averaged Regression Quantile Processes
Original language description
We consider the averaged version (B) over tilde (n)(alpha) of the two-step regression alpha-quantile, introduced in [6] and studied in [7]. We show that it is asymptotically equivalent to the averaged version (B) over bar (n)(alpha) of ordinary regression quantile and also study the finite-sample relation of (B) over tilde (n)(alpha) to (B) over tilde (n)(alpha). An interest of its own has the fact that the vector of slope components of the regression alpha-quantile coincides with a particular R-estimator of the slope components of regression parameter. Under a finite n, the stochastic processes (B) over tilde (n) = {(B) over tilde (n)(alpha) : 0 < alpha 1} and (B) over tilde (n) = {(B) over bar (n)(alpha) : 0 < alpha < 1} differ only by a drift.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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