Abstract
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 language | English (US) |
|---|---|
| Pages (from-to) | 223-235 |
| Number of pages | 13 |
| Journal | Journal of Nonparametric Statistics |
| Volume | 3 |
| Issue number | 3-4 |
| DOIs | |
| State | Published - Jan 1 1994 |
Keywords
- Regression quantiles
- heteroscedasticity
- regression rankscores
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty