L-estimation of the parameters in a linear model based on a few selected regression quantiles

This paper considers the L-estimation of regression and scale parameter of the linear model Y = 01o + X + e, where 0 is the intercept parameters and is the scale in the model, based on k( n) optimum regression quantiles as defined by Koenker and Bassett (1978). In addition, the paper contains the trimmed estimation problem with continuous weight functions, the estimation of conditional regression function and the related  optimum regression quantiles.

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