A Corrected Plug-in Method for Quantile Interval Construction through a Transformed Regression
We propose a corrected plug-in method for constructing confidence intervals of the conditional quantiles of an original response variable through a transformed regression with heteroscedastic errors. The interval is easy to compute. Factors affecting the magnitude of the correction are examined anal...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/352 https://ink.library.smu.edu.sg/context/soe_research/article/1351/viewcontent/YangTse_JBES2007at.pdf |
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| Institution: | Singapore Management University |
| Language: | English |