L-Estimation for linear heteroscedastic models

Roger Koenker, Quanshui Zhao

Research output: Contribution to journalArticlepeer-review


L-estimators based on a weighted regression quantile process are considered for a class of linearly heteroscedastic regression models. It is shown that the resulting estimators are "efficient" in the sense introduced by Gutenbrunner (1992).

Original languageEnglish (US)
Pages (from-to)223-235
Number of pages13
JournalJournal of Nonparametric Statistics
Issue number3-4
StatePublished - Jan 1 1994


  • Regression quantiles
  • heteroscedasticity
  • regression rankscores

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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