Averaged regression quantiles

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F14%3A%230001201" target="_blank" >RIV/46747885:24510/14:#0001201 - isvavai.cz</a>

Result on the web

<a href="http://link.springer.com/chapter/10.1007/978-3-319-02651-0_12" target="_blank" >http://link.springer.com/chapter/10.1007/978-3-319-02651-0_12</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-02651-0" target="_blank" >10.1007/978-3-319-02651-0</a>

Result language

angličtina

Original language name

Averaged regression quantiles

Original language description

The result showes that weighted averaged regression quantile in the linear regression model, with regressor components as weights, is monotone in (0, 1), and is asymptotically equivalent to the quantile of the location model. This relation remains true under the local heteroscedasticity of the model errors. As such, the averaged regression quantile provides various scale statistics, used for studentization and standardization in linear model, and an estimate of quantile density based on regression data.The properties are numerically illustrated.

Czech name

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Czech description

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Type

C - Chapter in a specialist book

CEP classification

BA - General mathematics

OECD FORD branch

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Project

<a href="/en/project/GAP209%2F10%2F2045" target="_blank" >GAP209/10/2045: Homogeneous and non-homogeneous Poisson process models for extremes in climate change studies</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Book/collection name

Contemporary Developments in Statistical Theory

ISBN

9783319026503

Number of pages of the result

14

Pages from-to

203-216

Number of pages of the book

396

Publisher name

Springer

Place of publication

Switzerland

UT code for WoS chapter

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