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A new weighted quantile regression - MaRDI portal

A new weighted quantile regression (Q5193450)

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scientific article; zbMATH DE number 7103229
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English
A new weighted quantile regression
scientific article; zbMATH DE number 7103229

    Statements

    title
    A new weighted quantile regression (English)
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    author
    Mei Ling Huang
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    Ramona Rat
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    publication date
    10 September 2019
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    zbMATH Keywords
    bivariate Pareto distribution type II
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    conditional quantile
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    kernel conditional density estimator
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    generalized Pareto distribution
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    linear programming
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    weighted loss function
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62J05
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    62G07
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    zbMATH DE Number
    7103229
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    OpenAlex ID
    W2738065116
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