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RESET for quantile regression

โœ Scribed by Taisuke Otsu


Book ID
107498131
Publisher
CrossRef test prefix
Year
2008
Tongue
English
Weight
290 KB
Volume
18
Category
Article
ISSN
1234-5678

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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