Non-crossing quantile regression via monotone B-spline varying coefficients

Risultato della ricerca: Conference contribution

Abstract

Quantile regression can be used to obtain a nonparametric estimateof a conditional quantile function. The presence of quantile crossing, however,leads to an invalid distribution of the response and makes it dicult to use thetted model for prediction. In this work, we show that crossing can be alleviatedor completely eliminated by explicit modeling of the regression coecients as afunction of the percentile values in (0,1). We illustrate the approach via a wellknowndataset by emphasizing dierences with respect to the competitors.
Lingua originaleEnglish
Titolo della pubblicazione ospiteProceedings of the 34th International Workshop on Statistical Modelling
Pagine301-305
Numero di pagine5
Stato di pubblicazionePublished - 2019

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