4.5 Let ri = Yix0 i b 0, i = 1, . . . , n be...
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4.5 Let ri = Yi−x0 i
b 0, i = 1, . . . , n be the residuals with respect to estimator b
0 of , and let n be the solution of the minimization
where is the criterion function of an -regression quantile defined in (4.55), 0
where (x) = − I[x
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Robust Statistical Methods With R
ISBN: 9781032092607
2nd Edition
Authors: Jana Jurecková, Jan Picek, Martin Schindler
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