Canonical quantile regression

DOI10.1016/j.jmva.2022.105071OpenAlexW4283456350MaRDI QIDQ2079612

Stephen L. Portnoy

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105071

zbMATH Keywords

canonical correlationmultivariate regressionregression quantileindex prediction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Uses Software

• R
• quantreg
• stargazer

Cites Work

• Unnamed Item
• Subsampling
• The jackknife's edge: inference for censored regression quantiles
• Generalized bootstrap for estimating equations
• On the asymptotics of constrained \(M\)-estimation
• Asymptotic inference for the constrained quantile regression process
• Large-Sample Theory: Parametric Case
• Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
• Inference Under Random Limit Bootstrap Measures
• On the Distribution of the Likelihood Ratio