Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles-Reference-Cited by-同舟云学术

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Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles

Published:2023-08-24 Issue: Volume: Page:1-12
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Merlo Luca¹^ORCID,Petrella Lea²,Salvati Nicola³^ORCID,Tzavidis Nikos⁴

Affiliation:

1. Department of Human Sciences, European University of Rome, Rome, Italy

2. MEMOTEF Department, Sapienza University of Rome, Rome, Italy

3. Department of Economics and Management, University of Pisa, Pisa, Italy

4. Department of Social Statistics and Demography, Southampton Statistical Sciences Research Institute, University of Southampton, Southampton, UK

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2023.2250512

Reference46 articles.

1. Conditional vs Unconditional Quantile Regression Models: A Guide to Practitioners

2. A Note on Quantiles in Large Samples

3. Estimation and Testing in M-quantile Regression with Applications to Small Area Estimation

4. HIGHLIGHTING DIFFERENCES BETWEEN CONDITIONAL AND UNCONDITIONAL QUANTILE REGRESSION APPROACHES THROUGH AN APPLICATION TO ASSESS MEDICATION ADHERENCE

5. M-quantiles

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