A Corrected Plug-in Method for the Quantile Confidence Interval of a Transformed Regression
In this paper we propose an analytically corrected plug-in method for constructing confidence intervals of the conditional quantiles of a response variable with data transformation. The method can be applied to (i) a general conditional regression quantile, (ii) a general monotonic transformation, a...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2002
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/697 https://ink.library.smu.edu.sg/context/soe_research/article/1696/viewcontent/Yang_Tse.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
成為第一個發表評論!