Handling multicollinearity in quantile regression through the use of principal component regression

DOI10.1007/s40300-022-00230-3OpenAlexW4213003039MaRDI QIDQ2168550

Domenico Vistocco, Cristina Davino, Rosaria Romano

Publication date: 31 August 2022

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-022-00230-3

zbMATH Keywords

quantile regressionleast squares regressionprincipal component regressioncollinearity

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R

Cites Work

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