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सुदृढ़ क्वांटाइल-ऑन-क्वांटाइल (RQQR) प्रतिगमन×क्वांटाइल-ऑन-क्वांटाइल (क्यूक्यू) रिग्रेशन×
क्षेत्रअर्थमितिअर्थमिति
परिवारRegression modelRegression model
उद्भव वर्ष2015–2020s2015
प्रवर्तकSim and Zhou (2015) for QQ regression; robust extensions developed subsequently in the literatureSim and Zhou
प्रकारNonparametric quantile regressionNonparametric quantile regression
मौलिक स्रोतSim, 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 ↗
उपनामRQQR, robust QQ regression, robust quantile-on-quantile, outlier-robust QQRQQ regression, QQ approach, quantile-on-quantile approach, nonparametric quantile regression
संबंधित36
सारांशRobust 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.
ScholarGateडेटासेट
  1. v1
  2. 2 स्रोत
  3. PUBLISHED
  1. v1
  2. 2 स्रोत
  3. PUBLISHED

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ScholarGateविधियों की तुलना करें: Robust Quantile-on-Quantile Regression · Quantile-on-Quantile Regression. 2026-06-18 को यहाँ से प्राप्त https://scholargate.app/hi/compare