A convex combination method for quantile regression with interval data

A convex combination method for quantile regression with interval data

© 2018, Springer International Publishing AG. This paper studies a quantile regression under asymmetric Laplace distribution (semi-parametric model) with interval valued data. Generally, the center point of the interval data has been used to represent the sample data for estimated parameter of the m...

Full description

Saved in:
Bibliographic Details
Main Authors: Somsak Chanaim, Chatchai Khiewngamdee, Songsak Sriboonchitta, Chongkolnee Rungruang
Format: Book Series
Published: 2018
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038876727&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/43914
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Chiang Mai University
id th-cmuir.6653943832-43914
record_format dspace
spelling th-cmuir.6653943832-439142018-01-24T04:15:04Z A convex combination method for quantile regression with interval data Somsak Chanaim Chatchai Khiewngamdee Songsak Sriboonchitta Chongkolnee Rungruang © 2018, Springer International Publishing AG. This paper studies a quantile regression under asymmetric Laplace distribution (semi-parametric model) with interval valued data. Generally, the center point of the interval data has been used to represent the sample data for estimated parameter of the model. This paper uses the convex combination method to find the best point to estimate parameter in the quantile regression model. We apply the quantile capital asset pricing model (quantile CAPM) to present the result. 2018-01-24T04:15:04Z 2018-01-24T04:15:04Z 2018-01-01 Book Series 1860949X 2-s2.0-85038876727 10.1007/978-3-319-73150-6_35 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038876727&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/43914
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
description © 2018, Springer International Publishing AG. This paper studies a quantile regression under asymmetric Laplace distribution (semi-parametric model) with interval valued data. Generally, the center point of the interval data has been used to represent the sample data for estimated parameter of the model. This paper uses the convex combination method to find the best point to estimate parameter in the quantile regression model. We apply the quantile capital asset pricing model (quantile CAPM) to present the result.
format Book Series
author Somsak Chanaim
Chatchai Khiewngamdee
Songsak Sriboonchitta
Chongkolnee Rungruang
spellingShingle Somsak Chanaim
Chatchai Khiewngamdee
Songsak Sriboonchitta
Chongkolnee Rungruang
A convex combination method for quantile regression with interval data
author_facet Somsak Chanaim
Chatchai Khiewngamdee
Songsak Sriboonchitta
Chongkolnee Rungruang
author_sort Somsak Chanaim
title A convex combination method for quantile regression with interval data
title_short A convex combination method for quantile regression with interval data
title_full A convex combination method for quantile regression with interval data
title_fullStr A convex combination method for quantile regression with interval data
title_full_unstemmed A convex combination method for quantile regression with interval data
title_sort convex combination method for quantile regression with interval data
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038876727&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/43914
_version_ 1681422462111186944

Similar Items