Corrected-loss estimation for quantile regression with covariate measurement errors
نویسندگان
چکیده
منابع مشابه
Corrected-loss estimation for quantile regression with covariate measurement errors.
We study estimation in quantile regression when covariates are measured with errors. Existing methods require stringent assumptions, such as spherically symmetric joint distribution of the regression and measurement error variables, or linearity of all quantile functions, which restrict model flexibility and complicate computation. In this paper, we develop a new estimation approach based on co...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2012
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/ass005