ERM Scheme for Quantile Regression

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

ERM Scheme for Quantile Regression

and Applied Analysis 3 Under the same assumptions asTheorem 4, we get that by replacing ι by n/s, for any 0 < δ < 1, with confidence 1 − δ, 󵄩󵄩󵄩󵄩 fz − fτ,ρ 󵄩󵄩󵄩󵄩Lr ρX ≤ ?̃?m −θ log 2 δ , (13)

متن کامل

EXTREMAL QUANTILE REGRESSION 3 quantile regression

Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the upper and lower tails. This paper develops a theory of quantile regression in the tails. Specifically , it obtains the large sample properties of extremal (ext...

متن کامل

Quantile Regression

The purpose of regression analysis is to expose the relationship between a response variable and predictor variables. In real applications, the response variable cannot be predicted exactly from the predictor variables. Instead, the response for a fixed value of each predictor variable is a random variable. For this reason, we often summarize the behavior of the response for fixed values of the...

متن کامل

Quantile Regression

DAGStat 2013-Freiburg Outline 1.

متن کامل

Quantile Regression

Quantile regresson extends classical least squares methods of estimating conditional mean functions by offering a variety of methods for estimating conditional quantile functions, thereby enabling the researcher to explore heterogeneous covariate effects. The course will offer a comprehensive introduction to quantile regression methods and survey some recent developments. The primary reference ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Abstract and Applied Analysis

سال: 2013

ISSN: 1085-3375,1687-0409

DOI: 10.1155/2013/148490