Answers are grounded in this paper and cite their sources.
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. 407-415
No takes yet. Share an insight, caveat, or question.
Bassett et al. (1982) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: