Asymptotic behavior of regression quantiles in non-stationary, dependent cases

Regression Quantiles

1978 • 10,648 citations

Robust Tests for Heteroscedasticity Based on Regression Quantiles

1982 • 1,642 citations

Algorithm AS 229: Computing Regression Quantiles

1987 • 642 citations

Statistical Data Analysis Based on the L1-Norm and Related Methods

2002 • 509 citations

Trimmed Least Squares Estimation in the Linear Model

1980 • 436 citations

Robustness in Statistics

1979 • 430 citations

Regression Rank Scores and Regression Quantiles

1992 • 262 citations

Robust and Nonlinear Time Series Analysis

1984 • 221 citations

An Empirical Quantile Function for Linear Models with iid Errors

1982 • 207 citations

L-Estimation for Linear Models

1987 • 141 citations

An Empirical Quantile Function for Linear Models with | operatornameiid Errors

1982 • 137 citations

Asymptotic Relations of $M$-Estimates and $R$-Estimates in Linear Regression Model

1977 • 116 citations

Adaptive $L$-Estimation for Linear Models

1989 • 106 citations

Robust Estimation in Dependent Situations

1977 • 103 citations

The Behavior of Robust Estimators on Dependent Data

1975 • 99 citations

Strong representations for LAD estimators in linear models

1989 • 56 citations

Behavior of Robust Estimators in the Regression Model with Dependent Errors

1977 • 54 citations

Non‐Uniform Estimates, Moderate and Large Deviations in the Central Limit Theorem for m‐Dependent Random Variables

1985 • 39 citations

Further Remarks on Robust Estimation in Dependent Situations

1979 • 31 citations

Exactly what is being modelled by the systematic component in a heteroscedastic linear regression

1992 • 9 citations

Regression Quantile Diagnostics for Multiple Outliers

1991 • 4 citations