Regression quantiles can be used as prediction intervals for the response variable. But such applications are often hampered by the problem of quantile crossing in finite sample cases. This article examines the efficiency properties of restricted regression quantiles that are proposed by X. He (1997
About monotone regression quantiles
โ Scribed by Sandrine Poiraud-Casanova; Christine Thomas-Agnan
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 70 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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