Parameter estimators of nonlinear quantile regression
We have obtained the asymptotic normality of parameter estimators of a nonlinear quantile regression with nonsymmetric random noise.
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| Date: | 2005 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2005
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4428 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | Parameter estimators of nonlinear quantile regression / A.V. Ivanov, I.V. Orlovsky // Theory of Stochastic Processes. — 2005. — Т. 11 (27), № 3-4. — С. 82–91. — Бібліогр.: 6 назв.— англ. |