Abstract
We present asymptotic distributions of the Mallow0
s type bounded-influence
regression quantile for the linear regression model and also the simultaneous equations model.
Monte Carlo simulation comparing mean squared errors shows that the bounded-influence one is
more efficient than the unbounded-influence one (Koenker and Bassett (1978)) when gross errors
occur in the independent-variables-space. Analysis of examples involving real data have also been
provided.
s type bounded-influence
regression quantile for the linear regression model and also the simultaneous equations model.
Monte Carlo simulation comparing mean squared errors shows that the bounded-influence one is
more efficient than the unbounded-influence one (Koenker and Bassett (1978)) when gross errors
occur in the independent-variables-space. Analysis of examples involving real data have also been
provided.
| Original language | English |
|---|---|
| Pages (from-to) | 217–232 |
| Number of pages | 16 |
| Journal | Sankhya: The Indian Journal of Statistics |
| Volume | 62 |
| Issue number | 2 |
| State | Published - Aug 2000 |