st: R: analytic standard errors in quantile regression
>Dear Jochen,some threads ago, the following textbook
>was quoted on the list:Roger Koenker. Quantile Regression.
>Cambridge University Press, 2005(Paperback).Unfortunately,
>since I have ordered some days ago, I do not know whether
>ornot its contents tackle your problem.Kind Regards,Carlo
It talks about sandwich thing around p.80. Hao and Naiman
(2007) p.45 of the same title is a little more explicit.