نتایج جستجو برای: quantile regression analysis

تعداد نتایج: 2980538  

Journal: :Korean Journal of Applied Statistics 2008

2008
Matthew Taddy Athanasios Kottas

In several regression applications, a different structural relationship might be anticipated for the higher or lower responses than the average responses. In such cases, quantile regression analysis can uncover important features that would likely be overlooked by traditional mean regression. We develop a Bayesian method for fully nonparametric model-based quantile regression. The approach invo...

Journal: :Environmental research 2015
Sheryl Magzamen Michael S Amato Pamela Imm Jeffrey A Havlena Marjorie J Coons Henry A Anderson Marty S Kanarek Colleen F Moore

Conditional means regression, including ordinary least squares (OLS), provides an incomplete picture of exposure-response relationships particularly if the primary interest resides in the tail ends of the distribution of the outcome. Quantile regression (QR) offers an alternative methodological approach in which the influence of independent covariates on the outcome can be specified at any loca...

Journal: :SSRN Electronic Journal 2005

Journal: :The Annals of Statistics 2005

Journal: :Comparative Economic Research. Central and Eastern Europe 2013

Journal: :Journal of Econometrics 2023

We consider both ℓ0-penalized and ℓ0-constrained quantile regression estimators. For the estimator, we derive an exponential inequality on tail probability of excess prediction risk apply it to obtain non-asymptotic upper bounds mean-square parameter function estimation errors. also analogous results for estimator. The resulting rates convergence are nearly minimax-optimal same as those ℓ1-pena...

Journal: :Journal of Statistical Planning and Inference 2013

Journal: :Journal of Econometrics 2009

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