منابع مشابه
On studentized residuals in the quantile regression framework
Although regression quantiles (RQs) are increasingly becoming popular, they are still playing a second fiddle role to the ordinary least squares estimator like their robust counterparts due to the perceived complexity of the robust statistical methodology. In order to make them attractive to statistical practitioners, an endeavor to studentize robust estimators has been undertaken by some resea...
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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...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2017
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2017.1381740