Gilbert Bassett, Jr., Roger Koenker, An Empirical Quantile Function for Linear Models with |operatornameiid Errors, Journal of the American Statistical Association, Vol. 77, No. 378 (Jun., 1982), pp.

V. I. Koltchinskii, M-Estimation, Convexity and Quantiles, The Annals of Statistics, Vol. 25, No. 2 (Apr., 1997), pp. 435-477. Free online reading ... The paper develops a class of extensions of the ...