A new approach to quantile regression

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dc.contributor.authorArdalan, Arash
dc.contributor.authorMardani-Fard, H. A.
dc.date.accessioned2024-07-12T20:51:46Z
dc.date.available2024-07-12T20:51:46Z
dc.date.issued2009en_US
dc.departmentFakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümüen_US
dc.description.abstractIn 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.en_US
dc.identifier.citationArdalan, A. ve Mardani-Fara, H. A. (2009). A new approach to quantile regression. Maltepe Üniversitesi. s. 110.en_US
dc.identifier.endpage111en_US
dc.identifier.startpage110en_US
dc.identifier.urihttps://www.maltepe.edu.tr/Content/Media/CkEditor/03012019014112056-AbstractBookICMS2009Istanbul.pdf#page=331
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2460
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07825
dc.titleA new approach to quantile regressionen_US
dc.typeConference Object
dspace.entity.typePublication

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