On the Arcsecant Hyperbolic Normal Distribution. Properties, Quantile Regression Modeling and Applications
نویسندگان
چکیده
منابع مشابه
Power Normal-Geometric Distribution: Model, Properties and Applications
In this paper, we introduce a new skewed distribution of which normal and power normal distributions are two special cases. This distribution is obtained by taking geometric maximum of independent identically distributed power normal random variables. We call this distribution as the power normal--geometric distribution. Some mathematical properties of the new distribution are presented. Maximu...
متن کاملRegression Modeling for Nonparametric Estimation of Distribution and Quantile Functions
We propose a local linear estimator of a smooth distribution function. This estimator applies local linear techniques to observations from a regression model in which the value of the empirical distribution function equals the value of true distribution plus an error term. We show that, for most commonly used kernel functions, our local linear estimator has a smaller asymptotic mean integrated ...
متن کاملLinear regression, the normal distribution of error values or normal distribution of the dependent variable?
This article has no abstract.
متن کاملNonparametric multivariate conditional distribution and quantile regression
In nonparametric multivariate regression analysis, one usually seeks methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. We study nonparametric estimation of multivariate conditional distribution and quantile regression via local univariate quadratic estimation of partial derivatives of bivariate copulas. Without restri...
متن کاملParametric Quantile Regression Based on the Generalised Gamma Distribution
We explore a particular fully parametric approach to quantile regression and show that this approach can be very successful. Motivated by the provision of reference charts, we work in the specific context of a positive response variable, whose conditional distribution is modelled by the generalised gamma distribution, and a single covariate, the dependence of parameters of the generalised gamma...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Symmetry
سال: 2021
ISSN: 2073-8994
DOI: 10.3390/sym13010117