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Roger Koenker, Vasco d'Orey, Remark AS R92: A Remark on Algorithm AS 229: Computing Dual Regression Quantiles and Regression Rank Scores, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 43, No. 2 (1994), pp. 410-414
Koenker et al. (Sat,) studied this question.