Canonical quantile regression

DOI10.1016/J.JMVA.2022.105071MaRDI QIDQ2079612zbMATH OpenOpenAlexFDO

Authors Stephen Portnoy

Publication date 30 September 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2022.105071

zbMATH Keywords

canonical correlationindex predictionmultivariate regressionregression quantile

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Linear regression; mixed models (62J05)

Recommendations

• On multivariate quantile regression analysis
• On multivariate quantile regression
• Partial quantile regression
• Canonical correlation analysis through linear modeling
• Quantile regression.

Cites work

• Asymptotic inference for the constrained quantile regression process
• Generalized bootstrap for estimating equations
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Inference under random limit bootstrap measures
• Large-Sample Theory: Parametric Case
• On the asymptotics of constrained \(M\)-estimation
• On the Distribution of the Likelihood Ratio
• Quantile regression.
• Subsampling
• The jackknife's edge: inference for censored regression quantiles

Cited in

(1)

• Handling multicollinearity in quantile regression through the use of principal component regression

Describes a project that uses

Uses Software

• R
• quantreg
• stargazer

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