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This note is concerned with estimating censored quantile regressions (CQR). As its major contribution, a' new algorithm, called BRCENS, is developed as an adaption of the Barrodale-Roberts algorithm for the standard quantile regression problem. In a subsequent simulation study, BRCENS performs...
Persistent link: https://www.econbiz.de/10010332101
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We introduce and discuss a multivariate version of the classical median that is based on an equipartition property with respect to quarter spaces. These arise as pairwise intersections of the half-spaces associated with the coordinate hyperplanes of an orthogonal basis. We obtain results on...
Persistent link: https://www.econbiz.de/10014497608
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This note is concerned with estimating censored quantile regressions (CQR). As its major contribution, a' new algorithm, called BRCENS, is developed as an adaption of the Barrodale-Roberts algorithm for the standard quantile regression problem. In a subsequent simulation study, BRCENS performs...
Persistent link: https://www.econbiz.de/10009542191
Persistent link: https://www.econbiz.de/10012110387
Persistent link: https://www.econbiz.de/10011854705
Persistent link: https://www.econbiz.de/10011757387
Persistent link: https://www.econbiz.de/10011974555
We present a new method for estimating the endpoint of a unidimensional sample when the distribution function decreases at a polynomial rate to zero in the neighborhood of the endpoint. The estimator is based on the use of high-order moments of the variable of interest. It is assumed that the...
Persistent link: https://www.econbiz.de/10010994277