About monotone regression quantiles
The aim of this paper is to prove the equivalence between the regression quantile under monotonicity constraint and the Min-Max formula introduced by Casady and Cryer (1976, Ann. Math. Statist. 4 (3), 532-541). The proof of this result uses an original probability density which does not appear in classical books.
Year of publication: |
2000
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Authors: | Poiraud-Casanova, Sandrine ; Thomas-Agnan, Christine |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 1, p. 101-104
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Publisher: |
Elsevier |
Subject: | Monotonicity Regression quantile Min-Max formula |
Saved in:
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