4 papers
Robust Interpolated Quantile Estimators: Asymptotic Theory and Efficiency
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini +1
This paper introduces a unified family of interpolated quantile estimators obtained by augmenting the check loss with quadratic, Huber, or Tukey's bisquare regularization. The esti…
Interpolated Quantile Estimation: A Unified Framework Bridging Quantiles and the Mean
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper develops and analyzes three families of estimators that continuously interpolate between classical quantiles and the sample mean. The construction begins with a smoothed…
Smoothed Quantile Estimation via Interpolation to the Mean
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper introduces a unified family of smoothed quantile estimators that continuously interpolate between classical empirical quantiles and the sample mean. The estimators q(z,…
Multiscale Asymptotic Normality in Quantile Regression: Hilbert Matrices and Polynomial Designs
Saïd Maanan, Azzouz Dermoune, Ahmed El Ghini
This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-taile…