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Saddlepoint tests for quantile regression |
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| Authors: | Elvezio Ronchetti Radka Sabolová |
| Affiliation: | 1. Research Center for Statistics and Geneva School of Economics and Management, University of Geneva, Switzerland;2. Department of Mathematics and Statistics, The Open University, Milton Keynes, UK |
| Abstract: | |
| Keywords: | M‐estimator Quantile regression robust tests saddlepoint techniques MSC 2010: Primary 62J05 secondary 62F05 |