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http://dx.doi.org/10.5351/KJAS.2012.25.5.793

Nonparametric Estimation using Regression Quantiles in a Regression Model  

Han, Sang-Moon (Department of Statistics, University of Seoul)
Jung, Byoung-Cheol (Department of Statistics, University of Seoul)
Publication Information
The Korean Journal of Applied Statistics / v.25, no.5, 2012 , pp. 793-802 More about this Journal
Abstract
One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared with well known M-estimators through a simulation study.
Keywords
Regression quantile; regression trimmed mean; L-estimator;
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Times Cited By KSCI : 1  (Citation Analysis)
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