The Annals of Mathematical Statistics, Vol. 39, No. 5 (Oct., 1968), pp. 1724-1730 (7 pages) The usual technique of deriving the asymptotic normality of a quantile of a sample in which the random ...
Estimating the conditional quantiles of outcome variables of interest is frequent in many research areas, and quantile regression is foremost among the utilized methods. The coefficients of a quantile ...