Nonparametric estimation and inference on conditional quantile processes

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Conditional quantile processes based on series or many regressors (2011, background): “Other important work includes Stute [78], Chaudhuri [18], Chaudhuri, Doksum and Samarov [20], Härdle, Ritov, and Song [43], Horderlein and Mammen [46], Cattaneo, Crump, and Jansson [14], Kong, Linton, and Xia [57], Qu and Yoon [73], and Guerre and Sabbah [40], among others, but these papers focused ”
A quantile correlated random coefficients panel data model (2016, unknown): “E [ Zβ̄(τ)Zβ̄(τ ) ] = Υ1(τ, τ ) + Ξ0Σδ(τ, τ )Ξ0 (43)”
Uniform Inference for High-dimensional Quantile Regression: Linear Functionals and Regression Rank Scores (2017, unknown): “A different choice of M and r leads to a test based on indefinite integrals of the process β(τ) H0 : ˆ 1 0 βk(τ)dτ > ˆ 1 0 βj(τ)dτ, (see for example Qu and Yoon (2015)).”