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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 flexib...
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| Main Authors: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Oxford University Press
2012
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3635707/ https://ncbi.nlm.nih.gov/pubmed/23843665 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/ass005 |
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