Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions

DOI10.1111/j.1467-9876.2007.00610.xzbMath1196.62044WikidataQ57896152 ScholiaQ57896152MaRDI QIDQ3638851

Manuel Landajo, Javier De Andrés, Pedro Lorca

Publication date: 28 October 2009

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9876.2007.00610.x

zbMATH Keywords

B-splines; return on assets; linear quantile regression; ratio analysis

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G08: Nonparametric regression and quantile regression

65D07: Numerical computation using splines

90B99: Operations research and management science

Related Items

Quantile regression via iterative least squares computations, Spatial robust small area estimation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust neural modeling for the cross-sectional analysis of accounting information
• Self-organizing map visualizing conditional quantile functions with multidimensional covariates
• Local asymptotics for quantile smoothing splines
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
• 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
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Local Linear Quantile Regression
• Regression Quantiles
• Quantile smoothing splines
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Consistent Specification Testing Via Nonparametric Series Regression
• Tests of Conditional Predictive Ability
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• The Neglog Transformation and Quantile Regression for the Analysis of a Large Credit Scoring Database