A new approach to quantile regression
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
In this paper, we present a new approach to the quantile regression context that combine classical quantile regression approach given by Koenker and Bassett (1978) which estimates quantiles by specialized linear programming techniques, with expectile regression given by Efron (1991) and Newey and Powell (1987) which is very much related to the classical quantile regression. We try to compare these three methods. It is known that the quantiles also coincide with the maximum likelihood solution of the location parameter in a class of asymmetric distribution. In this regard, we present a new class of asymmetric distributions and investigate the properties and asymptotic behavior of maximum likelihood estimators of the parameters.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Ardalan, A. ve Mardani-Fara, H. A. (2009). A new approach to quantile regression. Maltepe Üniversitesi. s. 110.
