A Corrected Plug-in Method for Quantile Interval Construction through a Transformed Regression

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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書目詳細資料
Main Authors:	YANG, Zhenlin, TSE, Yiu Kuen
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2007
主題:	Analytical correction Finite-sample performance Heteroscedasticity Living standards in South Africa Transformation Econometrics
在線閱讀:	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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