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Article information
2007 , Volume 12, Special issue, p.76-85
Tarasenko P.F.
Sign-based analysis procedures of quantile regression
An approach to the estimation of the parameters in the linear model of quantile regression is proposed for the case when indicators of residuals are used as analyzed attributes. Particular cases are presented for which unknown scale of noise is measured by the interquantile range. It is shown that indicator-based estimators have same asymptotic efficiency as weighted absolute deviation estimators, but they don't require equal distribution of noise.
[full text] Author(s):
Tarasenko P F
PhD. , Associate Professor
Position: Associate Professor
Address: 634050, Russia, Tomsk
Phone Office: (3822) 41 58 28
E-mail: ptara@ich.tsu.ru
Bibliography link:
Tarasenko P.F. Sign-based analysis procedures of quantile regression // Computational technologies. 2007. V. 12. Special issue 1: Proceeding of Department of Informatisation of TSC SB RAS. P. 76-85
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