Composite quantile regression for linear errors-in-variables models

Rong JİANG

Makale detayları

Composite quantile regression for linear errors-in-variables models

Yazarlar:

Rong JİANG

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2015 Vol.44 Issue 3, pp.707-713

Belge Tipi:

Makale

Yayın Tarihi:

5/2015

Belge Dili:

İngilizce

Document ID (Org No.):

2000453062

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

Composite quantile regression can be more efficient and sometimes arbitrarily more efficient than least squares for non-normal random errors,
and almost as efficient for normal random errors. Therefore, we extend composite quantile regression method to linear errors-in-variables
models, and prove the asymptotic normality of the proposed estimators. Simulation results and a real dataset are also given to illustrate
our the proposed methods.

Makale detayları

Composite quantile regression for linear errors-in-variables models

Yazarlar: Rong JİANG

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2015 Vol.44 Issue 3, pp.707-713

Belge Tipi: Makale

Yayın Tarihi: 5/2015

Belge Dili: İngilizce

Document ID (Org No.): 2000453062

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Rong JİANG

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2015 Vol.44 Issue 3, pp.707-713

Belge Tipi:

Makale

Yayın Tarihi:

5/2015

Belge Dili:

İngilizce

Document ID (Org No.):

2000453062

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X