ScholarGate
Msaidizi

Linganisha mbinu

Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.

Uchambuzi wa Regresheni wa Kiasi-juu-ya-Kiasi (RQQR)×Regresheni ya Kuantili-juu-ya-Kuantili (QQ)×
NyanjaEkonometrikiEkonometriki
FamiliaRegression modelRegression model
Mwaka wa asili2015–2020s2015
MwanzilishiSim and Zhou (2015) for QQ regression; robust extensions developed subsequently in the literatureSim and Zhou
AinaNonparametric quantile regressionNonparametric quantile regression
Chanzo asiliaSim, 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 ↗
Majina mbadalaRQQR, robust QQ regression, robust quantile-on-quantile, outlier-robust QQRQQ regression, QQ approach, quantile-on-quantile approach, nonparametric quantile regression
Zinazohusiana36
MuhtasariRobust 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.
ScholarGateSeti ya data
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED
  1. v1
  2. 2 Vyanzo
  3. PUBLISHED

Nenda kwenye utafutaji Pakua slaidi

ScholarGateLinganisha mbinu: Robust Quantile-on-Quantile Regression · Quantile-on-Quantile Regression. Imepatikana 2026-06-18 kutoka https://scholargate.app/sw/compare