On estimating conditional quantiles and distribution functions.

DOI10.1016/S0167-9473(01)00070-6zbMath1072.62555WikidataQ127412337 ScholiaQ127412337MaRDI QIDQ5958475

Franco Peracchi

Publication date: 3 March 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Logistic regressionConditional distribution functionsConditional log-oddsConditional quantile functionQuantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Generalized linear models (logistic models) (62J12)

Related Items (4)

A new formulation of the dagum distribution in terms of income inequality and poverty measures ⋮ Distributional (Single) Index Models ⋮ Asymptotically efficient estimation of the conditional expected shortfall ⋮ On estimating the conditional expected shortfall

Cites Work

• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Kernel and nearest-neighbor estimation of a conditional quantile
• Least absolute deviations estimation for the censored regression model
• Conditional empirical processes
• Asymptotic properties of kernel estimators based on local medians
• Non-parametric estimation of conditional quantiles
• Consistent nonparametric regression. Discussion
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Nonparametric regression M-quantiles
• Trimmed Least Squares Estimation in the Linear Model
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Regression Quantiles
• Quantile smoothing splines

This page was built for publication: On estimating conditional quantiles and distribution functions.