Geodesic
Asymptotics of the regression quantile basic solution under misspecification
Applications of Mathematics, Tome 53 (2008) no. 3, pp. 223-234.

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We consider the asymptotic distribution of covariate values in the quantile regression basic solution under weak assumptions. A diagnostic procedure for assessing homogeneity of the conditional densities is also proposed.
DOI : 10.1007/s10492-008-0006-0
Classification : 60F05, 60F99, 62E20, 62G08, 62J02, 62J05, 62J20
Keywords: regression quantiles; basic solution; misspecified model 
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Knight, Keith. Asymptotics of the regression quantile basic solution under misspecification. Applications of Mathematics, Tome 53 (2008) no. 3, pp. 223-234. doi : 10.1007/s10492-008-0006-0. http://geodesic.mathdoc.fr/articles/10.1007/s10492-008-0006-0/

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