A nonparametric approach for quantile regression

A nonparametric approach for quantile regression

Abstract Quantile regression estimates conditional quantiles and has wide applications in the real world. Estimating high conditional quantiles is an important problem. The regular quantile regression (QR) method often designs a linear or non-linear model, then estimates the coefficients to obtain t...

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Bibliographic Details
Main Authors: Mei Ling Huang, Christine Nguyen
Format: Article
Language:English
Published: SpringerOpen 2018-07-01
Series:Journal of Statistical Distributions and Applications
Subjects:
Conditional quantile
Goodness-of-fit
Gumbel’s second kind of bivariate exponential distribution
Nonparametric kernel density estimator
Nonparametric regression
Weighted loss function
Online Access:http://link.springer.com/article/10.1186/s40488-018-0084-9

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http://link.springer.com/article/10.1186/s40488-018-0084-9

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