منابع مشابه
EXTREMAL QUANTILE REGRESSION 3 quantile regression
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...
متن کاملQuantile Regression
The purpose of regression analysis is to expose the relationship between a response variable and predictor variables. In real applications, the response variable cannot be predicted exactly from the predictor variables. Instead, the response for a fixed value of each predictor variable is a random variable. For this reason, we often summarize the behavior of the response for fixed values of the...
متن کاملQuantile Regression
Quantile regresson extends classical least squares methods of estimating conditional mean functions by offering a variety of methods for estimating conditional quantile functions, thereby enabling the researcher to explore heterogeneous covariate effects. The course will offer a comprehensive introduction to quantile regression methods and survey some recent developments. The primary reference ...
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ژورنال
عنوان ژورنال: Biostatistics and Biometrics Open Access Journal
سال: 2017
ISSN: 2573-2633
DOI: 10.19080/bboaj.2017.02.555596