Flexible parametric quantile regression model

DOI10.1007/S11222-014-9457-1zbMATH Open1331.62327OpenAlexW2028330696MaRDI QIDQ5963734FDOQ5963734

Authors: Steve Su 

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9457-1

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zbMATH Keywords

maximum likelihood estimationquantile regressionrobust regressionparametric modellinggeneralised lambda distributionsinverse quantile functions

Mathematics Subject Classification ID

Bayesian inference (62F15) General nonlinear regression (62J02)

Cites Work

• Characterizing the generalized lambda distribution by L-moments
• Numerical maximum log likelihood estimation for generalized lambda distributions
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• Regression Quantiles
• Flexible Bayesian quantile regression for independent and clustered data
• Quantile regression.
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• Bayesian spatial quantile regression
• Bayesian quantile regression
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• a study of the generalized tukey lambda family
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• A Probability Distribution and Its Uses in Fitting Data
• Theory & Methods: A Starship Estimation Method for the Generalized λ Distributions
• An approximate method for generating asymmetric random variables
• A goodness-of-fit test using Moran's statistic with estimated parameters
• Nonparametric Statistical Data Modeling
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• Linear Models: The Theory and Application of Analysis of Variance
• Quantile regression for binary performance indicators
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• Distributional Modeling of Pipeline Leakage Repair Costs for a Water Utility Company

Cited In (5)

• A survey of a hurdle model for heavy-tailed data based on the generalized lambda distribution
• A parametric quantile regression model useful in reliability analysis
• Flexible modelling of survival curves for censored data
• A generalized quantile regression model
• GLDreg

Uses Software

• gldex

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