2]
0.0.1 #1
0.0.1 #1
Quantile Regression
1. Introduction
2. Quantile Regression Estimation
2.1 Definitions
2.2 Computation
3. Essential Properties of QR
3.1 Equivariance
3.2 Invariance to Monotonic Transformations
3.3 Robustness
4. Inference for QR
4.1 Main Asymptotic Results
4.2 Wald Test
4.3 Rank Tests
5. Description of Quantlets for QR
5.1 Quantlet
rqfit
5.2 Quantlet
rrstest
Bibliography