Quantile Regression Estimation Using Non-Crossing Constraints

  title={Quantile Regression Estimation Using Non-Crossing Constraints},
  author={Ilaria Lucrezia Amerise},
  journal={Journal of Mathematics and Statistics},
  • I. L. Amerise
  • Published 15 May 2018
  • Mathematics
  • Journal of Mathematics and Statistics
In this article we are concerned with a collection of multiple linear regressions that enable the researcher to gain an impression of the entire conditional distribution of a response variable given a set of explanatory variables. More specifically, we investigate the advantage of using a new method to estimate a bunch of non-crossing quantile regressions hyperplanes. The main tool is a weighting system of the data elements that aims to reduce the effect of contamination of the sampled… 

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