Quantile-on-quantileregression

(Conditional) Quantile regression is estimating the coefficients as a conditional quantile func- tion. Recall that OLS is a conditional mean function. Here ' ...

Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional mean ...

由 B Lê Cook 著作 · 2013 · 被引用 180 次 — Quantile regression allows the analyst to drop the assumption that variables operate the same at the upper tails of the distribution as at the mean and to ...

We use a quantile-on-quantile regression approach to capture the dependence structure between gold returns and changes in uncertainty under different gold ...

2019年9月25日 — Quantile-on-Quantile regression for two variables a and b is carried out in two steps: Step 1: First, estimate the slope coefficients for q(a) ...

2022年3月23日 — Hello. Does anyone here have the code for running Quantile-on-Quantile regression (Sim and Zhou, 2015) in Stata? Thank you.

由 Y Wu 著作 · 2009 · 被引用 511 次 — We present the asymptotic properties of the SCAD and adaptive-LASSO penalized quantile regressions in Section 3. Algorithms for handling their corresponding.