Stepwise multiple quantile regression estimation using non-crossing constraints
نویسندگان
چکیده
منابع مشابه
Noncrossing quantile regression curve estimation.
Since quantile regression curves are estimated individually, the quantile curves can cross, leading to an invalid distribution for the response. A simple constrained version of quantile regression is proposed to avoid the crossing problem for both linear and nonparametric quantile curves. A simulation study and a reanalysis of tropical cyclone intensity data shows the usefulness of the procedur...
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ژورنال
عنوان ژورنال: Statistics and Its Interface
سال: 2009
ISSN: 1938-7989,1938-7997
DOI: 10.4310/sii.2009.v2.n3.a4