Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Regresheni ya Kuantili-juu-ya-Kuantili (QQ)× | Regression ya Kiasi (Quantile Regression)× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 2015 | 1978 |
| Mwanzilishi≠ | Sim and Zhou | Koenker & Bassett |
| Aina≠ | Nonparametric quantile regression | Conditional quantile regression |
| Chanzo asilia≠ | 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 ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Majina mbadala≠ | QQ regression, QQ approach, quantile-on-quantile approach, nonparametric quantile regression | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Zinazohusiana≠ | 6 | 5 |
| Muhtasari≠ | 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. | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. |
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