منابع مشابه
Quantity quantiles linear regression
We show that the definition of the θth sample quantile as the solution to a minimization problem introduced by Koenker and Basset [1978] can be easily extended to obtain an analogous definition for the θth sample quantity quantile instead of the usual one. By means of this definition we introduce a linear regression model for quantity quantiles and analyze some properties of the residuals. In s...
متن کاملRegression Quantiles
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متن کاملRegression Quantiles and Improved L - Estimation in Linear Models
For the usual linear model, bearing the plausibility of a redundant subset of parameters, pre-test and Stein-rule estimators based on the trimmed least squares estimation theory are considered. Compared to parallel M-estimators, the proposed L-estimators are computationally simpler and are scale-equivariant too. In the light of asymptotic distributional risks, the relative (risk-)efficiency res...
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: Statistical Methods and Applications
سال: 2007
ISSN: 1618-2510,1613-981X
DOI: 10.1007/s10260-007-0071-7