Saïd Maanan

Multiscale Asymptotic Normality in Quantile Regression: Hilbert Matrices and Polynomial Designs

2025 · arXiv (Cornell University)

This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-tailed noise. Under independent and identically distributed (i.i.d.) errors with continuous density …