http://worldcat.org/entity/work/id/2046243361

Sheep in wolf's clothing : using the least squares criterion for quantile estimation

This paper proposes using the Gaussian approximation, also known as quantile coupling, to estimate a quantile model. The paper is organized as follows: section 2 explains how the local order statistics for multivariate random design are computed, and proposes the new method. Section 3 discusses Monte Carlo simulation results and Section 4 concludes.--Document.

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