@string{Econmtca = "Econometrica"}
@string{ContProbSt = "Contributions to Prob. and Stat. in Honour of Gunar Blom"}
@string{StPrLet = "Stat. and Prob. Letters"}
@string{StatSci = "Stat. Science"}
@string{SqtlAnly = "Sequential Analysis"}
@string{AnlsStat = "Annals of Stat."}
@string{AnlsMStat = "Annals of Math. Stat."}
@string{JEL = "J. of Economic Lit."}
@string{CandJSt = "Canadian J. of Stat."}
@string{ScandJSt = "Scand. J. of Stat."}
@string{StPrLet = "Stat and Prob Letters"}
@string{CmpStDA = "Comp. Stat. and Data Anal."}
@string{ET = "Econometric Theory"}
@string{JASA = "J. of Am. Stat. Assoc."}
@string{JMA = "J. Mult. Analysis."}
@string{JEx = "J. Econometrics"}
@string{AsymptStat5 = "Asymptotic Statistics:  Proceedings of the 5th Prague
	Symposium"}
@string{Biomtrka = "Biometrika"}
@string{JRSS-B = "J. Royal Stat. Soc. (B)"}
@string{ProbFields = "Prob. Theory and Related Fields"}
@string{JNnparSt = "J. of Nonparametric Stat."}

@article{PK.1997,
	author = {Portnoy, S. and R. Koenker},
	title = {The Gaussian Hare and the Laplacian Tortoise:
		Computability of squared-error versus absolute-error estimators,
		with discusssion},
	journal = StatSci,
	volume = 12,
	pages = {279--300},
	Year = 1997
}
@inproceedings{K.1997,
	author = {Koenker, R.},
	title = {$\ell_1$ computation: an interior monologue},
	booktitle = {$L_1$-Statistical Procedures and Related Topics},
	series = {IMS Lecture Notes-Monograph Series},
	editor = {Dodge, Y.},
	Year = 1997
}
@inproceedings{P.1997,
	author = {Portnoy, S.},
	title = {On computation of regression quantiles},
	booktitle = {$L_1$-Statistical Procedures and Related Topics},
	series = {IMS Lecture Notes-Monograph Series},
	editor = {Dodge, Y.},
	Year = 1997
}
@inproceedings{F.1997,
	author = {Fitzenberger,  B.},
	title = {Computational aspects of censorted quantile regression},
	booktitle = {$L_1$-Statistical Procedures and Related Topics},
	series = {IMS Lecture Notes-Monograph Series},
	editor = {Dodge, Y.},
	Year = 1997
}
@unpublished{RH:97,
	Author = {Rousseeuw, P.J. and Hubert, M.}, 
	Title = {Regression Depth}, 
	Note = {preprint},
	Year = 1996,  
	}
@unpublished{HP:97,
	Author = {He, X. and S. Portnoy},
	Title = {Asymptotics of the Deepest Line},
	Note = {preprint},
	Year = 1997,
	}

@article{jww:88,
    Journal = JASA,
    Volume = 83,
    Pages = {805--810},
    Keywords = {Influence function; Robust regression},
    Author = {de Jongh, P. J. and de Wet, T. and Welsh, A. H.},
    Title = {Mallows-type Bounded-influence-regression Trimmed Means},
    Year = 1988
}





@inproceedings{G:1997,
	author = {Gutenbrunner,  C.},
	title = {Regression Rank Statistics},
	booktitle = {$L_1$-Statistical Procedures and Related Topics},
	series = {IMS Lecture Notes-Monograph Series},
	editor = {Dodge, Y.},
	Year = 1997
}
@inproceedings{H:1997,
	author = {Huskova,  M.},
	title = {$L_1$ test procedures for detection of change},
	booktitle = {$L_1$-Statistical Procedures and Related Topics},
	series = {IMS Lecture Notes-Monograph Series},
	editor = {Dodge, Y.},
	Year = 1997
}

@article{air:1996,
	author = {Angrist, J.D. and  G.W. Imbens and D. B. Rubin},
	title = {Identification of Casual Effects Using Instrumental Variables},
	journal = JASA, 
	Volume = 91,
	Pages = {444--472},
	Year = 1996
}
@inproceedings{Z:1997,
	author = {Zwanzig,  S.},
	title = {On $L_1$ norm estimators in nonlinear regression and in 
			nonlinear errors in variables models},
	booktitle = {$L_1$-Statistical Procedures and Related Topics},
	series = {IMS Lecture Notes-Monograph Series},
	editor = {Dodge, Y.},
	Year = 1997
}
@article{FG:1996,
	Author = {Fenton, V.M. and A.R. Gallant},
	Title = { Qualitative and Asymptotic Performance of SNP Density
		Estimators},
	Journal = JEx,
	Volume = {74},
	Pages = {77 -118},
	Year = 1996
	}
@unpublished{GT:1997,
	Author = {Gallant, A.R. and G. Tauchen},
	Title = { The Relative Efficiency of Method of Moments Estimators},
	Note = {preprint},
	Year = 1997
	}
@article{marr:wand:1992,
    Journal = AnlsStat,
    Volume = 20,
    Pages = {712--736},
    Keywords = {Kernel estimator; Mixture of distributions},
    Author = {Marron, J. S. and Wand, M. P.},
    Title = {Exact Mean Integrated Squared Error},
    Year = 1992
}


@article{manski:1997,
	author =  {Manski, C.F.}, 
	title = {Monotone Treatment Response}, 
	journal = {Econometrica}, 
	volume = 65, 
	Pages = {1311--1334},
	Year = 1997
}
 
@article{ai:1994,
	author =  {Imbens, G.W. and J.D. Angrist },
	title = {Identification and Estimation of Local Average 
			Treatment Effects}, 
	journal = {Econometrica}, 
	Volume = 62, 
	Pages = {467-475},
	Year = 1994
}
 
@article{heckman:1996,
	author =  {Heckman, J.J.}, 
	title = {Randomization as an Instrumental Variable}, 
	journal = {The Review of Economics and Statistics}, 
	Pages = {336--340},
	Volume = {78},
	Year = 1996
}
 
@unpublished{aai:1997,
	Author = {Abadie, A. and J. Angrist and G. Imbens},
	title = {Instrumental Variables Estimation of Quantile 
		Treatment Effects},
	note = {preprint},
	Year = 1997
}
@unpublished{Twins,
	Author = { Arias, O. and K. Hallock and W Sosa},
	Title = { Indidividual heterogeneity in the returns to schooling:
	IV-QR using Twins data},
	note = {preprint},
	year = 1997
	}
 
@article{rock:1983,
    Journal = Biomtrka,
    Volume = 70,
    Pages = {421--431},
    Keywords = {Biweight estimate; Huber estimate; Least squares; Outlier;
               Random effects model; Variance components},
    Author = {Rocke, David M.},
    Title = {Robust Statistical Analysis of Interlaboratory Studies},
    Year = 1983
}
@article{amma.93,
    Journal = JASA,
    Volume = 88,
    Pages = {505--514},
    Keywords = {Eigenvalue; $M$-estimator},
    Author = {Ammann, Larry P.},
    Title = {Robust Singular Value Decompositions: {A} New Approach to
            Projection Pursuit},
    Year = 1993
}
@article{han:1987,
 	Author = {Han, A.K.},
	Title = { Nonparametric analysis of a generalized regression model},
	Journal = JEx,
	Volume = 35,
	Pages = {303-318},
	Year = 1987
	}
@unpublished{kk:1997,
	Author = {Knight, K.},
	Title = { Asymptotics for $L_1$ regression estimators under general
		conditions},
	Note = {preprint},
	Year = 1997
	}

@article{rupp:1985,
    Journal = AnlsStat,
    Volume = 13,
    Pages = {236--245},
    Keywords = {Stochastic approximation},
    Author = {Ruppert, David},
    Title = {A {N}ewton-Raphson Version of the Multivariate {R}obbins-Monro
            Procedure},
    Year = 1985
}



@article{gj:1992,
    Journal = AnlsStat,
    Volume = 20,
    Pages = {305--330},
    Keywords = {Linear programming; $L$-statistic},
    Author = {Gutenbrunner, C. and Jure\v{c}kov\'a, J.},
    Title = {Regression Rank Scores and Regression Quantiles},
    Note = {Asymptotics for QR primal and dual processes.},
    Year = 1992
}


@article{gjkp:1993,
    Journal = JNnparSt,
    Volume = 2,
    Pages = {307--331},
    Keywords = {Quantile},
    Author = {Gutenbrunner, C. and Jure\v{c}kov\'a, J. and Koenker, R. and
             Portnoy, S.},
    Title = {Tests of Linear Hypotheses Based on Regression Rank Scores},
    Note = {Asymptotics for QR rank tests.},
    Year = 1993
}

@article{newe:powe:1990,
    Journal = ET,
    Volume = 6,
    Pages = {295--317},
    Author = {Newey, Whitney K. and Powell, James L.},
    Title = {Efficient Estimation of Linear and Type {I} Censored
            Regression Models Under Conditional Quantile Restrictions},
    Note = {Semiparametric optimality result  for QR.},
    Year = 1990
}

@article{powe:1986,
    Journal = JEx,
    Volume = 32,
    Pages = {143--155},
    Keywords = {Semiparametric estimation; Nonlinear model},
    Author = {Powell, James L.},
    Title = {Censored Regression Quantiles},
    Note = {Asymptotics for censored quantile regression.},
    Year = 1986
}





@article{oja:niin:1985,
    Journal = JRSS-B,
    Volume = 47,
    Pages = {372--377},
    Keywords = {Robust estimation; Spatial median},
    Author = {Oja, H. and Niinimaa, A.},
    Title = {Asymptotic Properties of the Generalized Median in the Case of
            Multivariate Normality},
    Year = 1985
}


@article{niin:oja:tabl:1990,
    Journal = StPrLet,
    Volume = 10,
    Pages = {325--328},
    Author = {Niinimaa, A. and Oja, H. and Tableman, Mara},
    Title = {The Finite-sample Breakdown Point of the {O}ja Bivariate
            Median and of the Corresponding Half-samples Version},
    Year = 1990
}


@article{niin:oja:1995,
    Journal = JRSS-B,
    Volume = 57,
    Pages = {565--574},
    Keywords = {Breakdown point},
    Author = {Niinimaa, A. and Oja, H.},
    Title = {On the Influence Functions of Certain Bivariate Medians},
    Year = 1995
}




@article{mans:1975,
    Journal = JEx,
    Volume = 3,
    Pages = {205--228},
    Author = {Manski, Charles F.},
    Title = {Maximum Score Estimation of the Stochastic Utility Model of
            Choice},
    Year = 1975
}


@article{mans:1985,
    Journal = JEx,
    Volume = 27,
    Pages = {313--333},
    Author = {Manski, Charles F.},
    Title = {Semiparametric Analysis of Discrete Response: {A}symptotic
            Properties of the Maximum Score Estimator},
    Year = 1985
}


@article{mt:86,
    Journal = JEx,
    Volume = 32,
    Pages = {85--108},
    Keywords = {Binary response; Logit model},
    Author = {Manski, Charles F. and Thompson, T. Scott},
    Title = {Operational Characteristics of Maximum Score Estimation},
    Year = 1986
}

@inproceedings{hols:1985,
    Booktitle  = ContProbSt,
    Pages = {  179-- 188},
    Author = {Holst, U.},
    Title = {Recursive Estimation of Quantiles },
    Editor = {G. Lindgren},	
    Year = 1985
}


@article{hols:1987,
    Journal = SqtlAnly,
    Volume = 6,
    Pages = {219--237},
    Keywords = {Stochastic approximation},
    Author = {Holst, U.},
    Title = {Recursive Estimation of Quantiles Using Recursive Kernel
            Density Estimators},
    Year = 1987
}

@article{hast:stue:1989,
    Journal = JASA,
    Volume = 84,
    Pages = {502--516},
    Keywords = {Errors in variables; Principal components},
    Author = {Hastie, Trevor and Stuetzle, Werner},
    Title = {Principal Curves},
    Year = 1989
}



 

@article{engl:hols:rupp:1988,
    Journal = ScandJSt,
    Volume = 15,
    Pages = {147--159},
    Keywords = {Robust estimation; Strong mixing},
    Author = {Englund, Jan-Eric and Holst, Ulla and Ruppert, David},
    Title = {Recursive $M$-estimators of Location and Scale for Dependent
            Sequences},
    Year = 1988
}




@inproceedings{k:1994,
        Booktitle = AsymptStat5,
        Pages = {349-359},
        Author = {Koenker, Roger},
        Title = {Confidence Intervals for Regression Quantiles},
        Publisher = {Springer-Verlag},
        Year = 1994
}
@book{Small,
	Author = {Small, C.G.},
	Title = {The Statistical Theory of Shape},
	Publisher = {Springer},
	Year = 1997
}
@book{King,
	Author = {King, G.},
	Title = {A Solution to the Ecological Inference Problem},
	Publisher = {Harvard:  Cambridge},
	Year = 1997,
	}
@book{Stoker,
	Author = {Stoker, T.M.},
	Title = {Lectures on Semiparametric Econometrics},
	Publisher = {CORE Foundation:  Louvain},
	Year = 1992,
	}
@book{RS,
	Author =  {Ramsay, J.O. and B.W. Silverman},
	Title = {Functional Data Analysis},
	Publisher = {Springer},
	Year = 1997
}
@article{P:83,
    Journal = Econmtca,
    Volume = 51,
    Pages = {1569--1576},
    Author = {Powell, James L.},
    Title = {The Asymptotic Normality of Two-stage Least Absolute
            Deviations Estimators},
    Year = 1983
}

@article{amem:82,
    Journal = Econmtca,
    Volume = 50,
    Pages = {689--712},
    Author = {Amemiya, Takeshi},
    Title = {Two Stage Least Absolute Deviations Estimators},
    Note = {Quantile regression for simultaneous equation models.},
    Year = 1982
}


@article{koen:port:1987,
    Journal = JASA,
    Volume = 82,
    Pages = {851--857},
    Keywords = {Regression; Quantile; Robustness},
    Author = {Koenker, Roger and Portnoy, Stephen},
    Title = {$L$-estimation for Linear Models},
    Note = {Asymptotics for L-estimators based on QR.},
    Year = 1987
}

@article{port:1991,
    Journal = JMA,
    Volume = 38,
    Pages = {100--113},
    Keywords = {ARMA process},
    Author = {Portnoy, Stephen},
    Title = {Asymptotic Behavior of Regression Quantiles in Non-stationary,
            Dependent Cases},
    Note = {Asymptotics for QR under misspecification.},
    Year = 1991
}


@article{poll:1991,
    Journal = ET,
    Volume = 7,
    Pages = {186--199},
    Keywords = {Autoregressive model; Cauchy distribution},
    Author = {Pollard, David},
    Title = {Asymptotics for Least Absolute Deviation Regression
            Estimators},
    Note = {Asymptotics under weaker design conditions.},
    Year = 1991
}


@article{phil:1991,
    Journal = ET,
    Volume = 7,
    Pages = {450--463},
    Keywords = {Least absolute deviation; Regression},
    Author = {Phillips, P. C. B.},
    Title = {A Shortcut to {L}AD Estimator Asymptotics},
    Note = {Heuristics for QR asymptotics using generalized functions.},
    Year = 1991
}

@article{weis:1991,
    Journal = ET,
    Volume = 7,
    Pages = {46--68},
    Keywords = {Limit theorem},
    Author = {Weiss, Andrew A.},
    Title = {Estimating Nonlinear Dynamic Models Using Least Absolute Error
            Estimation},
    Note = {QR asymptotics for dynamic models.},
    Year = 1991
}


@article{babu:1989,
    Journal = ProbFields,
    Volume = 83,
    Pages = {547--580},
    Author = {Babu, G.J.},
    Title = {Strong represention for LAD estimators in linear models},
    Year = 1989
}

@article{arcones:1996,
    Journal = ET,
    Volume = 12,
    Pages = {257--283},
    Author = {Arcones, M.A.},
    Note = {Second order asymptotics for QR.},
    Title = { The {B}ahadur-{K}iefer representation of $L_p$ regression estimators},
    Year = 1996,
}

@article{bass:koen:1978,
    Journal = JASA,
    Volume = 73,
    Pages = {618--622},
    Keywords = {Linear model},
    Author = {Bassett, Gilbert  and Koenker, Roger},
    Title = {Asymptotic Theory of Least Absolute Error Regression},
    Year = 1978
}


@article{hono:powe:1994,
    Journal = JEx,
    Volume = 64,
    Pages = {241--278},
    Keywords = {Semiparametric model; $M$-estimator},
    Author = {Honor\'e, Bo E. and Powell, James L.},
    Title = {Pairwise Difference Estimators of Censored and Truncated
            Regression Models},
    Note = {U statistics models for quantile regression estimators.},
    Year = 1994
}


@article{chau:1991,
    Journal = JMA,
    Volume = 39,
    Pages = {246--269},
    Author = {Chaudhuri, Probal},
    Title = {Global Nonparametric Estimation of Conditional Quantile
            Functions and Their Derivatives},
    Year = 1991
}


@article{kolt,
	Journal = AnlsStat,
	Volume = 25,
	Pages = {435-477},
	Author = { Koltchinskii, V.I.},
	Title = {M-estimation, convexity, and quantiles},
	Note = {Multivariate Quantiles.},
	Year = 1997,
}
@article{cds:1997,
	Journal = AnlsStat,
	Volume = 25,
	Pages = {715--744},
	Author = {Chaudhuri, P. and Doksum, K. and Samarov, A.}, 
	Title = {On average derivitive quantile regression},
	Year = 1997,
}

@book {BSiM,
	Author = {Barro, R. J. and X. Sala{-}i{-}Martin},
	title = { Economic Growth},
	Publisher = {McGraw-Hill:  New York},
	Year = 1995,
	}
@article {BR.74,
	Author = {Barrodale, I. and F. Roberts},
	Title = { Solution of an overdetermined system of equations in the $\ell_1$ norm},
	Journal = { Communications of the ACM}, 
	Volume = { 17},
	Pages = {319-320},
	Year = 1974
	}
@article {BC.80,
	Author = {Bartels, R. and A. Conn},
	Title = { Linearly constrained discrete $\ell_1$ problems},
	Journal = { Transactions of the ACM on Mathematical Software},
	Volume = { 6},
	Pages = {594-608},
	Year = 1980,
	}
@unpublished {Bed.96,
	Author = {Bedard, K.},
	Title = { School Quality and the Distribution of Male Earnings in {C}anada},
	note = {preprint},
	Year = 1996,
	}
@article {BYW,
	Journal = CmpStDA,
	Volume = { 19},
	Pages = {613--630},
	Author = {Bosch, Ronald J. and Ye, Yinyu and Woodworth, George G.},
	Title = { A Convergent Algorithm for Quantile Regression With Smoothing
	Splines},
	Year = 1995,
	}	
@article {B.94,
	Author = {Buchinsky, M.},
	Title = { Changes in US Wage Structure 1963-87: An Application of Quantile Regression},
	Journal = {Econometrica},
	Volume = { 62},
	Pages = {405-458},
	Year = 1994,
	}	

@article{mark:horo:1995,
    Journal = CandJSt,
    Volume = 23,
    Pages = {369--381},
    Keywords = {Influence function},
    Author = {Markatou, Marianthi and Horowitz, Joel L.},
    Title = {Robust Scale Estimation in the Error-components Model Using
            the Empirical Characteristic Function},
    Year = 1995
}
@article{horo,
	Author = {Horowitz, J.},
	Title = {A Smoothed Maximum Score Estimator for the Binary 
		Response Model},
	Journal = Econmtca,
	Volume = {60},
	Pages = {505-531},
	Year = 1992
	}
@article{horo:97,
	Author = {Horowitz, J.},
	Title =	{Bootstrap methods for median regression models},
	Journal = Econmtca,
	Note = {forthcoming},
	Year = 1996
	}
@article{Hahn,
	Author = {Hahn, J.},
	Title = {Bootstrapping quantile regression models},
	Journal = ET,
	Volume = 11,
	Pages = {105-121},
	Year = 1995,
	}
@article {Bu.95,
	Author = {Buchinsky, M.},
	Year = 1995,
	Title = { Quantile Regression, the Box-Cox Transformation Model 
		and {U.S.} Wage Structure 1963-1987 },
	Journal = {J. of Econometrics},
	Volume = { 65},
	Pages = {109-154},
	}
@unpublished {Bu.96,
	Author = {Buchinsky, M.},
	Year = 1996,
	Title = { Women's `return to education' in the {U.S.}:
	Exploration by Quantile Regression with Nonparametric Sample,
	Selection Correction},
	note = {preprint} ,
	}
@inproceedings {Ch.94,
	Author = {Chamberlain, G.},
	Year = 1994,
	Title = { Quantile regression censoring and the structure of wages},
	Booktitle = {  Advances in Econometrics},
	Editor = {Sims, C.} , 
	Publisher = {Elsevier:  New York},
	}
@unpublished {Chak,
	Author = {Chakraborty, B.},
	Year = 1996,
	Title = { On multivariate median regression},
	note = {preprint}
	}
@article {CC,
	Author = {Chakraborty, B. and Chaudhuri, P.},
	Year = 1995,
	Title = { On an adaptive transformation-retransformation estimate of multivariate },
	Journal = { J. of the Royal Statistical Society (B) },
	Note = {forthcoming}
	}
@article {Chd.96,
	Author = {Chaudhuri, P.},
	Year = 1996,
	Title = { On a geometric notion of quantiles for multivariate data},
	Journal = {J. of the American Statistical Association},
	Volume = { 91},
	Pages = {862-872},
	}
@book{Lamp:1994,
	Author = {Lamport, L.},
	Title =  {\LaTeX},
	Publisher = {Addison-Wesley},
	Year = 1994,
	}
@book{VR:1997,
	Author = {Venables, W.N. and B.D. Ripley},
	Title = {Modern Applied Statistics with Splus},
	Publisher = {Springer},
	Year = 1997,
	}
@inproceedings {Chd.92,
	Author = {Chaudhuri, P.},
	Year = 1992,
	Title = { Generalized regression quantiles:  
		Forming a useful toolkit for robust linear regression},
	Booktitle =  {Proceedings of the Second ,
	International Conference on Statistical Data Analysis based on the ,
	$L_1$ norm and related methods},
	Publisher = {North-Holland:  New York},
	Editor = {Y. Dodge},
	}
@unpublished {CDS,
	Author = {Chaudhuri, P. and  K. Doksum  and A. Samarov},
	Year = 1996,
	Title = { Nonparametric estimation of global functionals 
		based on quantile regression},
	note = {preprint}
	}

@article{cds:1994,
    Journal = JNnparSt,
    Volume = 3,
    Pages = {317--321},
    Keywords = {Proportional hazard},
    Author = {Chaudhuri, Probal and Doksum, Kjell and Samarov, Alex},
    Title = {Regression Estimators Based on Conditional Quantiles},
    Year = 1994
}


@unpublished {Chay,
	Author = {Chay, K.Y.},
	Year = 1995,
	Title = { Evaluating the impact of the 1994 Civil Rights Act
	on the Economic Status of Black Men Using Censored Longitudinal,
	Earnings Data},
	note = {preprint}
	}
@article {Cox.72,
	Author = {Cox, D.R.},
	Year = 1972,
	Title = { Regression Models with Life Tables},
	Journal = { J. of the Royal Statistical Society (B)},
	Volume = { 34},
	Pages = {187-220},
	}
@article {CsR.84,
	Author = {Csorgo, M. and Revesz, P.},
	Year = 1984,
	Title = { Two approaches to constructing simultaneous confidence bounds for quantiles},
	Journal = {Prob.  Math. Statist},
	Volume = { 4},
	Pages = {221-236},
	}
@article {Ef.91a,
	Author = {Efron, B.},
	Year = 1991,
	Title = { Regression percentiles using asymmetric squared error loss },
	Journal = { Statistica Sinica},
	Volume = { 1},
	Pages = {93-125},
	}

@article{ef.91b,
    Journal = JASA,
    Volume = 87,
    Pages = {98--107},
    Keywords = {Regression},
    Author = {Efron, Bradley},
    Title = {Poisson Overdispersion Estimates Based on the Method of
            Asymmetric Maximum Likelihood},
    Year = 1992
}


@article {E.82,
	Author = {Engle, R. F.},
	Year = 1982,
	Title = { Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation},
	Journal = {Econometrica},
	Volume = { 50},
	Pages = {987-1007},
	}
@book{FM,
	Author = {Fiacco, A.V. and G.P. McCormick},
	Title = {  Nonlinear Programming: Sequential Unconstrained Minimization Techniques},
	Publisher = {Wiley:  New York},
	Year = 1968,
	}
@inproceedings {Fitz.96,
	Author = {Fitzenberger, B.},
	Year = 1996,
	Title = { A Guide to Censored Quantile Regressions},
	Editor = {C.R. Rao and G.S. Maddala}, 
	Booktitle = { Handbook of Statistics},
	Publisher = {North-Holland:  New York}
	}
@article {Fr.56,
	Author = {Frisch, R.},
	Year = 1956,
	Title = { La R\'{e}solution des probl\`{e}mes de programme lin\`{e}aire par la m\`{e}thode du potential logarithmique},
	Journal = {Cahiers du Seminaire d'Econometrie},
	Volume = { 4},
	Pages = {7-20},
	}
@article {Gew.89,
	Author = {Geweke, J.},
	Year = 1989,
	Title = { Exact predictive densities for linear models with ARCH disturbances},
	Journal = { J. of Econometrics},
	Volume = { 40},
	Pages = {63-86},
	}
@article {GMSTW,
	Author = {Gill, P. and  Murray, W. and  Saunders, M. and  Tomlin, T. and Wright, M.},
	Year = 1986,
	Title = { On projected Newton barrier methods for linear programming and an equivalence to Karmarker's projective method},
	Journal = { Mathematical Programming},
	Volume = { 36},
	Pages = {183-209},
	}
@unpublished {Gin.94,
	Author = {Ginther, D.},
	Year = 1994,
	Title = { A Nonparametric analysis of the {U.S.} earnings distribution},
	note = {preprint}
	}
@article {Gold,
	Author = {Goldberg, P.K.},
	Year = 1996,
	Title = { Dealer Price Discrimination in New Car Purchases Evidence from the Consumer Expenditure Survey},
	Journal = {Journal of Political Economy},
	Volume = { 104},
	Pages = {622-654},
	}
@article {Gon.92,
	Author = {Gonzago, C.C.},
	Year = 1992,
	Title = { Path-following methods for linear programming},
	Journal = { SIAM Review},
	Volume = { 34},
	Pages = {167-224},
	}
@inproceedings {G.94,
	Author = {Gutenbrunner, C.},
	Year = 1994,
	Title = { Tests for heteroscedasticity based on regression quantiles and regression rank scores},
	booktitle = {Asymptotic Statistics:  Proceedings of the Fifth Prague Symposium},
	editor = {Mandl, P. and Huskova }, 
	Publisher = {Physica-Verlag:  Heidelberg},
	}
@article {GJ.92,
	Author = {Gutenbrunner, C. and Jureckova, J.},
	Year = 1992,
	Title = { Regression quantile and regression rank score process in the linear model and derived statistics},
	Journal = {Ann. Statist.},
	Volume = { 20},
	Pages = {305-330},
	}
@article {GJKP.94,
	Author = {Gutenbrunner, C. and  Jureckova, J. and  Koenker, R. and Portnoy, S},
	Year = 1993,
	Title = { Tests of linear hypotheses based on regression rank scores},
	Journal = {J. of Nonparametric Statistics},
	Volume = { 2},
	Pages = {307-33},
	}
@book {HS.67,
	Author = {Hajek, J. and Sidak, Z. },
	Year = 1967,
	title = { Theory of Rank Tests},
	publisher = {Academia, Prague},
	}
@article {SH.88,
	Author = {Hall, P. and  S. Sheather },
	Year = 1988,
	Title = { On the distribution of a studentized quantile},
	Journal = JRSS-B,
	Volume = { 50},
	Pages = {381-391},
	}
@article {HKS,
	Author = {Hansen, M. and C.  Kooperberg and S. Sardy},
	Year = 1996,
	Title = { Triogram Models},
	Journal = JASA,
	note = {forthcoming}
	}
@article {HK.96,
	Author = {Hasan, M.N. and R. Koenker},
	Year = 1996,
	Title = { Robust rank tests  of the  unit root hypothesis},
	Journal = { Eonometrica},
	note = {forthcoming}
	}
@article {HK.92,
	Author = {Hendricks, W. and Koenker, R.},
	Year = 1991,
	Title = { Hierarchical spline models for conditional quantiles  and the demand for electricity },
	Journal = { JASA},
	Volume = { 87}, 
	Pages = {58-68},
	}
@article {Herce,
	Author = {Herc\'{e}, M.},
	Year = 1996,
	Title = { Asymptotic theory of LAD estimation in a unit root process with finite variance},
	Journal = { Econometric Theory},
	Volume = { 12}, 
	Pages = {129-154},
	}
@unpublished {HP.92,
	Author = {Honor\'e, B.E. and J.L. Powell},
	Year = 1992,
	Title = { Pairwise Difference Estimators of Censored and Truncated Regression Models},
	note = {preprint},
	}
@unpublished {HP.93,
	Author = {Honor\'e, B.E. and J.L. Powell}, 
	Year = 1992,
	Title = { Quantile regression under random censoring},
	note ={preprint}
	}
@book {Hub.81,
	Author = {Huber, P.J.},
	Year = 1981,
	title = { Robust Statistics},
	Publisher = {New York:  Wiley},
	}
@article{Jur.91,
	Author = {Jureckova, J.},
	Year = 1991,
	Title = { Tests of Kolmogorov-Smirnov type based on regression rank scores},
	Journal = { Transactions of the 11th Prague Conference on Information Theory and Statistical Decision Functions},
	editor = {Visek, J.A.} , 
	Publisher = {Academia:  Prague},
	}
@article {Karm,
	Author = {Karmarker, N.},
	Year = 1984,
	Title = { A new polynomial time algorithm for linear programming},
	Journal = { Combinatorica},
	Volume = { 4},
	Pages = {373-395},
	}
@article {Kfr.59,
	Author = {Kiefer, J.},
	Year = 1959,
	Title = { K-sample analogues of the Kolmogorov-Smirnov and Cramer-von Mises tests},
	Journal = {Ann. Math. Statist},
	Volume = { 30}, 
	Pages = {420-447},
	}
@article {Kn,
	Author = {Knight, K.},
	Year = 1989,
	Title = { Limit theory for autoregressive parameters in an infinite variance random walk},
	Journal = { Canadian J. of Statistics},
	Volume = { 17},
	Pages = {261-278},
	}
@article {KNP.94,
	Author = {Koenker, R. and  P. Ng and S. Portnoy},
	Title = { Quantile Smoothing Splines},
	Journal = { Biometrika},
	Volume = { 81},
	Pages = {673-80},
	Year = 1994
	}
@article {KMSW.94,
	Author = {Koenker, R. and  J.A.F. Machado and C. Skeels and A.H. Welsh.},
	Title = { A note on Amemiya's form of the weighted least squares estimator},
	Journal = { Australian Journal of Statistics},
	Volume = { 35},
	Pages = {155-174},
	Year = 1994,
	}
@article {KMSW.93,
	Author = {Koenker, R.  and J.A.F. Machado and  C. Skeels and A.H.Welsh},
	Title = { Momentary Lapses:  Moment expansions and the robustness of minimum distance estimators},
	Journal = { Econometric Theory},
	Volumme = {10},
	Pages = {172-197},
	Year = 1995,
	}
@article {KP.96,
	Author = {Koenker, R. and B.J. Park },
	Year = 1996,
	Title = { An interior point algorithm for nonlinear quantile regression},
	Journal = { Journal of Econometrics},
	Volume = { 71},
	Pages = {265-283},
	}
@article {KB.78,
	Author = {Koenker, R. and Bassett, G. },
	Year = 1978 ,
	Title = { Regression Quantiles}, 
	Journal = { Econometrica},
	Volume = { 46}, 
	Pages = {33-50}
	}
@article {KB.82,
	Author = {Koenker, R. and Bassett, G},
	Year = 1982,
	Title = { Tests of linear hypotheses and l$_1$ estimation},
	Journal = { Econometrica},
	Volume = { 50}, 
	Pages = {1577-1584}
	}
@article {KB.82b,
	Author = {Koenker, R. and Bassett, G.},
	Year = 1982 ,
	Title = { Robust tests for heteroscedasticity based on regression quantiles},
	Journal = { Econometrica}, 
	Volume = { 50},
	Pages = {43-61}
	}
@article {KO.87,
	Author = {Koenker, R. and d'Orey, V.},
	Year = 1987,
	Title = { Computing Regression Quantiles},
	Journal = { Applied Statistics},
	Volume = { 36}, 
	Pages = {383-393}
	}
@article {KO.93,
	Author = {Koenker, R. and d'Orey, V.},
	Year = 1993,
	Title = { A Remark on Computing Regression Quantiles},
	Journal = { Applied Statistics},
	Volume = { 36}, 
	Pages = {383-393}
	}
@article {KS.94,
	Author = {Koenker, R. and Schorfheide, F.},
	Year = 1994,
	Title = { Quantile Smoothing Splines for global temperature change},
	Journal = { Climatic Change},
	Volume = { 28},
	Pages = {395-404},
	}
@inproceedings {K.94,
	Author = {Koenker, R.},
	Year = 1994 ,
	Title = { Confidence intervals for regression quantiles},
	editor = {Mandl P. and Huskova, M.},
	Booktitle = { Asymptotic Statistics:  Proceedings of the 5th Prague Symposium on Asymptotic Statistics},
	Publisher = {Physica-Verlag:  Heidleberg},
	}
@inproceedings {K.96,
	Author = {Koenker, R.},
	Year = 1996,
	Title = { Rank Tests for Linear Models},
	editor = {C.R. Rao and G.S. Maddala} ,
	booktitle = {Handbook of Statistics},
	Publisher = {North-Holland:  New York},
	}
@article {KP.90,
	Author = {Koenker, R.W. and Portnoy, S.},
	Year = 1990,
	Title = { M Estimation of multivariate regressions},
	Journal = {J. of American Statistical Association},
	Volume = { 85},
	Pages = {1060-68},
	}
@unpublished {KM.96,
	Author = {Koenker, R. and Machado, J.A.F.},
	Year = 1996,
	Title = { GMM inference when the number of moment conditions is large},
	note = {preprint}
	}
@unpublished {KM.98,
	Author = {Koenker, R. and Machado, J.A.F.},
	Year = 1998,
	Title = { Goodness of fit and likelihood ratio processes for quantile
		regression},
	note = {preprint}
	}
@article {KZ.94,
	Author = {Koenker, R.W. and Zhao, Q.},
	Year = 1994,
	Title = { L-Estimation for linear heteroscedastic models},
	Journal = { J. of Nonparametric Statistics},
	Volume = { 3},
	Pages = {223-235},
	}
@article {KZ.96,
	Author = {Koenker, R.W. and Zhao, Q. },
	Title = { Conditional quantile estimation and interence for ARCH models},
	Journal = { Econometric Theory},
	Volume = {12},
	Pages = {793-813},
	Year = 1996,
	}
@article{KS.95,
	Author = {Koul, H.L. and Saleh, A.K.M.E.},
	Year = 1995,
	Title = { Autoregression quantiles and related rank score processes},
	Journal = { Annals of Statistics},
	Volume = { 23},
	Pages = {670-689},
	}
@article{KM.94,
	Author = {Koul, H.L. and Mukherjee, R.},
	Year = 1994,
	Title = {Regression  quantiles and related processes under long range dependent errors},
	Journal = { J. Mult. Anal},
	Volume = { 51}, 
	Pages = {318-337},
	}
@book {Leh.83,
	Author = {Lehmann, E.},
	Year = 1983,
	Title = {  Theory of Point Estimation},
	Publisher = {Wiley:  New York},
	}
@article {Liu,
	Author = {Liu, R.Y},
	Year = 1990 ,
	Title = { On a notion of data depth based on random simplices},
	Journal = { Annals of Statistics},
	Volume = { 36},
	Pages = {405-411},
	}
@article {LMS.94,
	Author = {Lustig, I.J. and  Marsden, R.E. and Shanno, D.F.},
	Year = 1994,
	Title = { Interior point methods for linear programming:  computational state of the art with discussion},
	Journal = { ORSA J. on Computing},
	Volume = { 6},
	Pages = {1-36},
	}
@article {MBM.95,
	Author = {Manning, W. and  L. Blumberg and L.H. Moulton},
	Year = 1995,
	Title = { The demand for alcohol:  the differential response to price},
	Journal = { Journal of Health Economics},
	Volume = { 14},
	Pages = {123-148},
	}
@article {M.75,
	Author = {Manski, C.F. },
	Year = 1975,
	Title = {Maximum score estimation of the stochastic utility model of choice},
	Journal = { J. of Eonometrics},
	Volume = { 3},
	Pages = {205-228},
	}
@article {M.85,
	Author = {Manski, C.F.},
	Year = 1985,
	Title = { Semiparametric analysis of discrete response asymptotic properties of the maximum score estimator},
	Journal = { J. of Eonometrics},
	Volume = { 27},
	Pages = {205-228},
	}
@inproceedings {Matz,
	Author = {Matzkin, R.},
	Year = 1994,
	Title = { Restrictions of economic theory in nonparametric models},
	Booktitle = { Handbook of Econometrics},
	editor = {Engle, R.F. and McFadden, D.L.} ,
	Publisher = {North-Holland:  New York},
	}
@book {Mard,
	Author = {Marden, J.I.},
	Year = 1995,
	title = {  Analysing and Modeling Rank Data},
	Publisher = {Chapman-Hall:  New York},
	}
@article {Meh.92,
	Author = {Mehrotra, S.},
	Year = 1992,
	Title = { On the implementation of a primal-dual interior point method},
	Journal = { SIAM J. of Optimization},
	Volume = { 2},
	Pages = {575-601},
	}
@article {Mek.86,
	Author = {Meketon, M.S},
	Year = 1986,
	Title = { Least Absolute Value Regression},
	Journal = {Bell Labs Technical Report},
	}
@book {MT.77,
	Author = {Mosteller, F. and Tukey, J.W.},
	Year = 1977,
	Title = {  Data Analysis and Regression:  A Second Course in Statistics},
	Publisher = {Addison-Wesley, Reading Mass},
	}
@inproceedings {Nev.75,
	Author = {Nevel'son, M.B.},
	Year = 1975,
	Title = { On the Properties of the recursive estimates for a
	functional of an unknown distribution function},
	Booktitle = {  Limit Theorems of Probability Theory},
	Editor ={P. Revesz },
	Series =  {Colloquia Mathematica Societatis Janos Bolyai},
	Volume = { 11},
	}
@article {NP.87,
	Author = {Newey, W.K. and J. L. Powell },
	Year = 1987,
	Title = { Asymmetric least squares estimation and testing},
	Journal = { Econometrica},
	Volume = { 55},  
	Pages = {819-847},
	}
@article {NON,
	Author = {Ninimaa, A. and Oja, H. and Nyblom, J.},
	Year = 1992,
	Title = { The {O}ja Bivariate Median},
	Journal = { Applied Statistics},
	Volume = { 41},
	Pages = {611-17},
	}
@article {Oja.83,
	Author = {Oja, H.},
	Year = 1983, 
	Title = { Descriptive statistics for multivariate distributions},
	Journal = { Statistics and Probability Letters},
	Volume = { 1},
	Pages = {327-332},
	}
@article {PWY.94,
	Author = {Parzen, M. I.  and L.J. Wei and Z. Ying},
	Title = { A resampling method based on pivotal estimating functions},
	Journal = { Biometrika},
	Volume = { 81},
	Pages = {341-350},
	Year = 1994,
	}
@article {Per.89,
	Author = {Perron, P.},
	Title = { The Great Crash, the Oil Price Shock, and the Unit-Root Hypothesis},
	Year = 1989,
	Journal = { Econometrica},
	Volume = { 57},
	Pages = {1361-1401},
	}
@inproceedings {P.84,
	Author = {Portnoy, S.},
	Year = 1984,
	Title = { Tightness of the sequence of empiric cdf processes defined from regression fractiles} ,
	Booktitle = {  Robust and Nonlinear Time Series Analysis},
	editor = {Franke, J. and  W. Hardle  and Martin, D. } ,
	Publisher = {Springer-Verlag:  New York},
	}
@article {P.89,
	Author = {Portnoy, S.},
	Year = 1989,
	Title = { Asymptotic behavior of the number of regression quantile breakpoints},
	Journal = { SIAM J. Science Statistical Computing,},
	Volume = { 12},
	Pages = {867-883},
	}
@article {P.96,
	Author = {Portnoy, S. },
	Year = 1996,
	Title = { Local asymptotics for quantile smoothing splines},
	Journal = { Annals of Statistics },
	note = {forthcoming}
	}
@article {PK.89,
	Author = {Portnoy, S. and Koenker, R.W. },
	Year = 1989,
	TItle = {Adaptive L-estimation of linear models},
	Journal = { Ann. Statist, },
	Volume = { 17},
	Pages = {362-381},
	}
@unpublished {PR.95,
	Author = {Poterba, J.M. and K.S. Rueben },
	Year = 1995,
	Title = { The Distribution of Public Sector Wage Premia:  
	New Evidence Using Quantile Regression Methods},
	note = {NBER Working paper \#4734}
	}
@article {Pow.86,
	Author = {Powell, J.L. },
	Year = 1986  ,
	Title = { Censored regression quantiles},
	Journal = { J. Econometrics}, 
	Volume = { 32},
	Pages = {143-155},
	}
@inproceedings {Pow.89,
	Author = {Powell, J.L.},
	Year = 1989,
	Title = { Estimation of monotonic regression models under 
		quantile restrictions},
	Booktitle = { Nonparametric and Semiparametric Methods in Econometrics},
	editor = {Barnett W.A. and  Powell, J.L. and Tauchen, G.}  ,
	publisher = {Cambridge U. Press:  Cambridge},
	}
@inproceedings {Pow.94,
	Author = {Powell, J.L. },
	Year = 1994,  
	Title = { Estimation of semiparametric models},
	Booktitle = { Handbook of Econometrics},
	editor ={ Engle, R.F. and McFadden, D.L. },
	publisher = {North-Holland:  New York},
	}
@article {RC.80,
	Author = {Ruppert, D. and Carroll, R.J.  },
	Year = 1980,
	Title = { Trimmed least squares estimation in the linear model},
	Journal = { Journal of the American Statistical Association},
	Volume = { 75},
	Pages = {828-838},
	}
@article {Sch.78,
	Author = {Schwarz, G. },
	Year = 1978,
	Title = { Estimating the dimension of a model},
	Journal = { Annals of Statistics},
	Volume = { 6},
	Pages = {461-464},
	}
@book {Serf.80,
	Author = {Serfling, R.J.},
	Year = 1980,
	title = {  Approximation Theorems of Mathematical Statistics},
	Publisher = {New York:  Wiley},
	}
@article {Small:1990,
	Author = {Small, C.G. },
	Year = 1990,
	Title = { A survey of multidimensional medians},
	Journal = { International Statistical Review},
	Volume = { 58},
	Pages = {263-277},
	}
@article {Sil.85,
	Author = {Silverman, B.W. },
	Year = 1985,
	Title = { Some aspects of the spline smoothing approach to nonparametric regression  curve fitting (with discussion)},
	Journal = { JRSS(B)},
	Volume = { 47},
	Pages = {1-52},
	}
@article {St.77,
	Author = {Stone, C. },
	Year = 1977,
	Title = { Consistent Nonparametric Regression, with discussion},
	Journal = { Annals of Statistics},
	Volume = { 5},
	Pages = {595-645},
	}
@article {SHKT,
	Author = {Stone, C.J. and  M. Hansen and  C. Kooperberg  and Y.K. Truong },
	Title = { Polynomial Splines and their Tensor Products in Extended Linear Modeling, with discussion},
	Journal = {Annals of Statistics},
	Volume = {25},
	Pages = {1371-1470},
	Year = 1997,
	}
@article {Trg.89,
	Author = {Troung, Y.K. },
	Year = 1989 ,
	Title = { Asymptotic properties of kernel estimators based on local medians},
	Journal = { Annals of Statistics},
	Volume = { 17},
	Pages = {606-617},
	}
@book {W.90,
	Author = {Wahba, G. },
	Year = 1990 ,
	Title = { Spline Models for Observational Data},
	publisher = {CBMS-NSF Regional Conference Series in Applied Mathematics}, 
	volume= {59},
	}
@unpublished {Wang.93,
	Author = {Wang, Y. },
	Year = 1994,
	Title = { The $L_2$ risk of the isotonic estimator},
	note ={preprint},
	}
@unpublished {Wel.93,
	Author = {Welsh, A.H. },
	Year = 1993,
	Title = { Robust estimation of smooth regression and spread functions and their derivatives},
	note ={preprint}
	}
@inproceedings {Wel.87,
	Author = {Welsh, A.H},
	Year = 1987,
	Title = { Kernel estimates of the sparsity function},
	Booktitle =  {Statistical Data Analysis Based on the $L_1$-norm and Related, Methods},
	Editor = {Y. Dodge}, 
	Publisher =  {Elsevier:  New York},
	Pages = {369-377},
	}
@article {Wolak,
	Author = {Wolak, F. A. },
	Year = 1987,
	Title = { An exact test for multiple inequality and equality constraints in the linear regression model},
	Journal = { Journal of the American Statistical Association},
	Volume = { 82},
	Pages = {782-793},
	}
@article {W.92,
	Author = {Wright, M.H. },
	Year = 1992,
	Title = { Interior Methods for constrained optimization},
	Journal = { Acta Numerica},
	Pages = {341-407},
	}

@article{YJW.92,
    Journal = JASA,
    Volume = 90,
    Pages = {178--184},
    Keywords = {Accelerated failure time; Censored data; Least absolute
               deviation},
    Author = {Ying, Z. and Jung, S. H. and Wei, L. J.},
    Title = {Survival Analysis With Median Regression Models},
    Year = 1995
}


@article{ZP,
	Author = {Zhou, K.Q. and S.L. Portnoy},
	Year = 1996,
	Title = { Direct use of regression quantiles to construct confidence sets in linear models},
	Journal = { Annals of Statistics},
	Volume = { 24},
	Pages = {287-306},
	}