Interquantile Shrinkage in Regression Models

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چکیده

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Interquantile Shrinkage in Regression Models.

Conventional analysis using quantile regression typically focuses on fitting the regression model at different quantiles separately. However, in situations where the quantile coefficients share some common feature, joint modeling of multiple quantiles to accommodate the commonality often leads to more efficient estimation. One example of common features is that a predictor may have a constant e...

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ژورنال

عنوان ژورنال: Journal of Computational and Graphical Statistics

سال: 2013

ISSN: 1061-8600,1537-2715

DOI: 10.1080/10618600.2012.707454