Results 241 to 250 of about 57,676 (265)

Quantile Regression on Quantile Ranges

SSRN Electronic Journal, 2010
Motivated by the fact that a linear specification in a quantile regression setting is unable to describe the non-linear relations among economic variables, well documented in the empirical econometrics literature, we formulate a threshold quantile regression model for one, known and unknown threshold value.
Chung-Ming Kuan, Christos Michalopoulos, Zhijie Xiao   +2 more
openaire   +1 more source

Nonstandard Quantile-Regression Inference

SSRN Electronic Journal, 2005
It is well known that conventional Wald-type inference in the context of quantile regression is complicated by the need to construct estimates of the conditional densities of the response variables at the quantile of interest. This note explores the possibility of circumventing the need to construct conditional density estimates in this context with ...
Goh, S. C., Knight, K.
openaire   +1 more source

Regression Quantile and Averaged Regression Quantile Processes

2017
We consider the averaged version \(\widetilde{B}_n(\alpha )\) of the two-step regression \(\alpha \)-quantile, introduced in [6] and studied in [7]. We show that it is asymptotically equivalent to the averaged version \(\bar{B}_n(\alpha )\) of ordinary regression quantile and also study the finite-sample relation of \(\widetilde{B}_n(\alpha )\) to ...
openaire   +1 more source

ARCH tests and quantile regressions

Journal of Statistical Computation and Simulation, 2004
We consider a test based on quantile regressions to verify the presence of conditional heteroskedasticity. The test does not rely on distributional assumptions of the errors, nor on a function describing the pattern of heteroskedasticity. It compares the slope coefficients of the regressions computed at different quantiles.
openaire   +3 more sources

Estimating Equivalence with Quantile Regression

Ecological Applications, 2010
Equivalence testing and corresponding confidence interval estimates are used to provide more enlightened statistical statements about parameter estimates by relating them to intervals of effect sizes deemed to be of scientific or practical importance rather than just to an effect size of zero.
openaire   +2 more sources

Regression Quantiles

Econometrica, 1978
Koenker, Roger W, Bassett, Gilbert, Jr
openaire   +1 more source

Regression Models for Quantiles

Journal of Mathematical Sciences, 2001
Blagoveshchenskii, Yu. N., Svyatodukh, I. V.   +1 more
openaire   +1 more source

Quantile Regression

Technometrics, 2006
openaire   +1 more source

An overview on parametric quantile regression models and their computational implementation with applications to biomedical problems including COVID-19 data

Computer Methods and Programs in Biomedicine, 2022
Josmar Mazucheli, Bruna Alves da Silva, André Menezes   +2 more
exaly  

Quantile Regression and Extremes

2020
openaire   +1 more source