منابع مشابه
Local Quantile Regression
Conditional quantile curves provide a comprehensive picture of a response contingent on explanatory variables. Quantile regression is a technique to estimate such curves. In a flexible modeling framework, a specific form of the quantile is not a priori fixed. Indeed, the majority of applications do not per se require specific functional forms. This motivates a local parametric rather than a glo...
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As sample quantiles can be obtained as maximum likelihood estimates of location parameters in suitable asymmetric Laplace distributions, so kernel estimates of quantiles can be obtained as maximum likelihood estimates of location parameters in a general class of distributions with simple exponential tails. In this paper, this observation is applied to kernel quantile regression. In so doing, a ...
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We propose a new approach to conditional quantile function estimation that combines both parametric and nonparametric techniques. At each design point, a global, possibly incorrect, pilot parametric model is locally adjusted through a kernel smoothing fit. The resulting quantile regression estimator behaves like a parametric estimator when the latter is correct and converges to the nonparametri...
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A new quantile regression concept, based on a directional version of Koenker and Bassett's traditional single-output one, has been introduced in [Hallin, Paindaveine andŠiman, Annals of Statistics 2010, 635-703] for multiple-output regression problems. The polyhe-dral contours provided by the empirical counterpart of that concept, however, cannot adapt to nonlinear and/or heteroskedastic depend...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2013
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2013.03.008