Modelling weather data by approximate regression quantiles.
نویسندگان
چکیده
منابع مشابه
On M-estimators of Approximate Quantiles and Approximate Conditional Quantiles
M-estimators introduced in Huber (1964) provide a class of robust estimators of a center of symmetry of a symmetric probability distribution which also have very high eeciency at the model. However it is not clear what they do estimate when the probability distributions are nonsymmetric. In this paper we rst show that in the case of arbitrary, not necessarily symmetric probabilty distributions,...
متن کاملRobust Regression Quantiles with Censored Data
In this paper we propose a method to robustly estimate linear regression quantiles with censored data. We adjust the estimator recently developed by Portnoy by replacing the Koenker-Bassett regression quantiles with the regression depth quantiles. The resulting optimization problem is solved iteratively over a set of grid points. We show on some examples that, contrary to the Koenker-Bassett ap...
متن کاملRegression Quantiles
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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
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ژورنال
عنوان ژورنال: ANZIAM Journal
سال: 2003
ISSN: 1445-8810
DOI: 10.21914/anziamj.v44i0.680