Quantile Probability and Statistical Data Modeling
نویسندگان
چکیده
منابع مشابه
Quantile Probability and Statistical Data Modeling
Quantile and conditional quantile statistical thinking, as I have innovated it in my research since 1976, is outlined in this comprehensive survey and introductory course in quantile data analysis. We propose that a (grand) unification of the theory and practice of statistical methods of data modeling may be possible by a quantile perspective. Our broad range of topics of univariate and bivaria...
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A catalogue record for this book is available from the British Library Library of Congress Cataloguing in Publication data Spanos, Aris, 1952– Probability Theory and Statistical Inference: econometric modeling with observational data / Aris Spanos p. cm. Includes bibliographical references (p.) and index. Contents Preface page xi Acknowledgments xxiv 1 An introduction to empirical modeling 1 1....
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Quantile and Probability Curves without Crossing
This paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions, also known as the quantile crossing problem. The method consists in sorting or monotone rearranging the original estimated non-monotone curve into a monotone rearranged curve. We show that the rearranged curve is closer to the true quantile cur...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2004
ISSN: 0883-4237
DOI: 10.1214/088342304000000387