Corpus ID: 88516226

Distribution Regression

  title={Distribution Regression},
  author={Xin Chen and Xuejun Ma and Wang Zhou},
Linear regression is a fundamental and popular statistical method. There are various kinds of linear regression, such as mean regression and quantile regression. In this paper, we propose a new one called distribution regression, which allows broad-spectrum of the error distribution in the linear regression. Our method uses nonparametric technique to estimate regression parameters. Our studies indicate that our method provides a better alternative than mean regression and quantile regression… Expand
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