PARAMETER ESTIMATORS OF NONLINEAR QUANTILE REGRESSION
A. V. IVANOV AND I. V. ORLOVSKYTheory of Stochastic Processes Vol. 11 (27), no. 3–4, 2005, pp. 82–91
We have obtained the asymptotic normality of parameter estimators of a nonlinear quantile regression with nonsymmetric random noise.
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