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Simultaneous multiple non-crossing quantile regression estimation using kernel constraints

Quantile regression (QR) is a very useful statistical tool for learning the relationship between the response variable and covariates. For many applications, one often needs to estimate multiple conditional quantile functions of the response variable given covariates. Although one can estimate multi...

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Detalhes bibliográficos
Main Authors: Liu, Yufeng, Wu, Yichao
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC3242516/
https://ncbi.nlm.nih.gov/pubmed/22190842
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10485252.2010.537336
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