M-quantile regression generalizes both quantile and expectile regression using M-estimation ideas. This paper covers several topics related to estimation, model assessment and hypothesis testing that were so far neglected in the many articles about M-quantile regression methods that appeared in recent years.
(2016). M-quantile regression: diagnostics and parametric representation of the model [abstract]. Retrieved from http://hdl.handle.net/10446/51931
M-quantile regression: diagnostics and parametric representation of the model
BIANCHI, Annamaria;
2016-01-01
Abstract
M-quantile regression generalizes both quantile and expectile regression using M-estimation ideas. This paper covers several topics related to estimation, model assessment and hypothesis testing that were so far neglected in the many articles about M-quantile regression methods that appeared in recent years.File allegato/i alla scheda:
| File | Dimensione del file | Formato | |
|---|---|---|---|
|
Bianchi_Cagliari.pdf
accesso aperto
Versione:
publisher's version - versione editoriale
Licenza:
Licenza default Aisberg
Dimensione del file
8.67 MB
Formato
Adobe PDF
|
8.67 MB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
Aisberg ©2008 Servizi bibliotecari, Università degli studi di Bergamo | Terms of use/Condizioni di utilizzo
