Estimating Structural Changes in Regression Quantiles
نویسندگان
چکیده
منابع مشابه
Regression Quantiles
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کامل@bullet Regression Quantiles in Nonparahetric Regression @bullet Regression Quantiles in Nonparametric Regression
In a nonparametric setup involving stochastic regressors. regression quantiles relate to the so called conditional quantile functions. Various asymptotic properties of such conditional quantile processes are studied with due emphasis on the underlying design aspects.
متن کاملCensored Regression Quantiles
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. American Statistical Association is collaborating with JST...
متن کاملQuantity quantiles linear regression
We show that the definition of the θth sample quantile as the solution to a minimization problem introduced by Koenker and Basset [1978] can be easily extended to obtain an analogous definition for the θth sample quantity quantile instead of the usual one. By means of this definition we introduce a linear regression model for quantity quantiles and analyze some properties of the residuals. In s...
متن کاملFrugal Streaming for Estimating Quantiles
Modern applications require processing streams of data for estimating statistical quantities such as quantiles with small amount of memory. In many such applications, in fact, one needs to compute such statistical quantities for each of a large number of groups (e.g.,network traffic grouped by source IP address), which additionally restricts the amount of memory available for the stream for any...
متن کاملذخیره 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: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1656453