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Quantile Regression Estimation Using Non-Crossing Constraints
2018
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
doi:10.3844/jmssp.2018.107.118
fatcat:6acn3u2uhva4bn4oiccohawks4