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: Journal of Mathematics and Statistics
سال: 2018
ISSN: 1549-3644
DOI: 10.3844/jmssp.2018.107.118