Accession Number:

ADA056705

Title:

Techniques of Quantile Regression.

Descriptive Note:

Technical rept.,

Corporate Author:

STATE UNIV OF NEW YORK AT BUFFALO AMHERST STATISTICAL SCIENCE DIV

Personal Author(s):

• Carmichael,Jean-Pierre

Report Date:

1978-06-01

Pagination or Media Count:

27.0

Abstract:

The asymptotic properties of different nonparametric estimators of a regression function are studied. The motivation for these estimators comes from the unified approach to statistics developed by Parzen under the name of Nonparametric Statistical Data Science in which the quantile function plays a crucial role. We call them quantile regression estimators.

Descriptors:

• *NONPARAMETRIC STATISTICS
• *REGRESSION ANALYSIS
• ANALYSIS OF VARIANCE
• PROBABILITY DENSITY FUNCTIONS
• ESTIMATES
• CONVERGENCE
• ORDER STATISTICS
• ASYMPTOTIC NORMALITY

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE