1994
DOI: 10.2307/2291205
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Fitting Heteroscedastic Regression Models

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Cited by 21 publications
(15 citation statements)
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“…The similar phenomenon is also found in the multiple quantile regression (Welsh et al, 1994;Zhang & Gijbels, 1999).…”
Section: Scand J Statist 30supporting
confidence: 80%
“…The similar phenomenon is also found in the multiple quantile regression (Welsh et al, 1994;Zhang & Gijbels, 1999).…”
Section: Scand J Statist 30supporting
confidence: 80%
“…The beauty of the extension to the regression model was the recognition that quantiles could be estimated by an optimization function minimizing a sum of weighted absolute deviations, where the weights are asymmetric functions of (Koenker and Bassett 1978;Koenker and d'Orey 1987). Currently, the statistical theory and computational routines for estimating and making inferences on regression quantiles are best developed for the linear model (Gutenbrunner et al 1993;Koenker 1994;Koenker and Machado 1999;Cade 2003), but are also available for parametric nonlinear (Welsh et al 1994;Koenker and Park 1996) and nonparametric, nonlinear smoothers Yu and Jones 1998).…”
Section: Table 1 Applications Of Quantile Regression In Ecology and mentioning
confidence: 99%
“…Alternatives to the sandwich estimators do exist, however, although their implementation and indeed the theory itself needs further investigation. A sandwich-type method was described by Welsh, Carroll, and Ruppert (1994), who used a type of weighted differencing. Alternatively, one can use the so-called "m out of n" resampling method as defined by Politis and Romano (1994), although application of this latter technique requires that one know the rate of convergence of the nonparametric estimator, this being theoretically (nh)l/' for local linear regression.…”
Section: Methodsmentioning
confidence: 99%