Authors
Xuming He, Hua Liang
Publication date
2000/1/1
Journal
Statistica Sinica
Pages
129-140
Publisher
Institute of Statistical Science, Academia Sinica and International Chinese Statistical Association
Description
We consider the problem of estimating quantile regression coefficients in errors-in-variables models. When the error variables for both the response and the manifest variables have a joint distribution that is spherically symmetric but is otherwise unknown, the regression quantile estimates based on orthogonal residuals are shown to be consistent and asymptotically normal. We also extend the work to partially linear models when the reponse is related to some additional covariate.
Total citations
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