ScholarGate
المساعد

قارن الطرق

راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.

انحدار الكمي-على-الكمي المعزز (RQQR)×انحدار الكوانتيل على الكوانتيل (QQ)×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة2015–2020s2015
صاحب الطريقةSim and Zhou (2015) for QQ regression; robust extensions developed subsequently in the literatureSim and Zhou
النوعNonparametric quantile regressionNonparametric quantile regression
المصدر التأسيسيSim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking & Finance, 55, 1–8. DOI ↗Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8. DOI ↗
الأسماء البديلةRQQR, robust QQ regression, robust quantile-on-quantile, outlier-robust QQRQQ regression, QQ approach, quantile-on-quantile approach, nonparametric quantile regression
ذات صلة36
الملخصRobust Quantile-on-Quantile Regression extends the QQ framework of Sim and Zhou (2015) by adding resistance to outliers and heavy-tailed distributions. It estimates how each quantile of one variable responds to each quantile of another, producing a full dependence surface while guarding against leverage points that can distort standard QQ estimates.Quantile-on-quantile regression is a nonparametric technique that estimates how the quantiles of one variable depend on the quantiles of another. By combining standard quantile regression with local linear smoothing, it produces a full two-dimensional surface of slope coefficients indexed by both the quantile of the outcome and the quantile of the predictor, revealing heterogeneous and asymmetric dependency structures invisible to standard regression.
ScholarGateمجموعة البيانات
  1. v1
  2. 2 المصادر
  3. PUBLISHED
  1. v1
  2. 2 المصادر
  3. PUBLISHED

انتقل إلى البحث تنزيل الشرائح

ScholarGateقارن الطرق: Robust Quantile-on-Quantile Regression · Quantile-on-Quantile Regression. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare