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Robust Quantile-on-Quantile Regression/Evidence
Method evidence record

Robust Quantile-on-Quantile Regression

Robust 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.

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Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Robust Quantile-on-Quantile Regression
Taxonomic method record · regression-model / econometrics
  • Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking & Finance, 55, 1–8. · DOI 10.1016/j.jbankfin.2015.01.013
  • Quantile regression. Wikipedia. · URL
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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketQuantile-on-Quantile Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyRobust Regressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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