Bassett, G. & Koenker, R. (1978) Asymptotic theory of least absolute error regression. Journal of the American Statistical Association 73, 618–622.
Buchinsky, M. (1995) Estimating the asymptotic covariance matrix for quantile regression models: A Monte Carlo study. Journal of Econometrics 68, 303–338.
De Angelis, D., Hall, P., & Young, G.A. (1993) Analytical and bootstrap approximations to estimator distributions in L 1 regressions. Journal of the American Statistical Association 88, 1310–1316.
Gutenbrunner, C. & Jurečková, J. (1992) Regression rank scores and regression quantiles. Annals of Statistics 20, 305–330.
Hall, P. & Sheather, S.J. (1988) On the distribution of a Studentized quantile. Journal of the Royal Statistical Society, Series B 50, 381–391.
Hendricks, W. & Koenker, R. (1992) Hierarchical spline models for conditional quantiles and the demand for electricity. Journal of the American Statistical Association 87, 58–68.
Horowitz, J.L. (1998) Bootstrap methods for median regression models. Econometrica 66, 1327–1351.
Koenker, R. (2005) Quantile Regression. Cambridge University Press.
Koenker, R. & Machado, J.A.F. (1999) Goodness of fit and related inference processes for quantile regression. Journal of the American Statistical Association 94, 1296–1310.
Koenker, R. & Xiao, Z. (2002) Inference on the quantile regression process. Econometrica 70, 1583–1612.
Mukhin, A.B. (1985) Local limit theorems for distributions of sums of independent random vectors. Theory of Probability and Its Applications 29, 369–375.
Mukhin, A.B. (1991) Local limit theorems for lattice random variables. Theory of Probability and Its Applications 36, 698–713.
Portnoy, S. (1991) Asymptotic behavior of the number of regression quantile breakpoints. SIAM Journal on Scientific and Statistical Computing 12, 867–883.
Sakov, A. & Bickel, P.J. (2000) An Edgeworth expansion for the m out of n bootstrapped median. Statistics and Probability Letters 49, 217–223.