Skip to main content
Article thumbnail
Location of Repository

Small sample behaviour of quantile estimators

By Daniel Miles


The Koenker and D'Orey (Econometrica, 46, pp. 43-61, 1987) algorithm is compared with the Minimum Distance estimator proposed by Buchinsky (Econometrica, 62, pp. 405-58, 1994) to estimate the parameters of conditional quantiles specified as linear models.

DOI identifier: 10.1080/13504850210137794
OAI identifier:
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://www.taylorandfrancisonl... (external link)
  • Suggested articles

    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.