Regression modelRegression / GLM
稳健分位数回归
稳健分位数回归在同时降低异常值影响的同时，估计响应变量的条件分位数。通过将标准分位数回归的不对称损失函数与有界影响或 M 估计量权重相结合，即使数据包含极端观测值或重尾误差分布，它也能提供可靠的分位数估计。
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来源
- Koenker, R. (2005). Quantile Regression. Cambridge University Press. ISBN: 978-0521608275
- Machado, J. A. F. (1993). Robust model selection and M-estimation. Econometric Theory, 9(3), 478–493. DOI: 10.1017/S0266466600007775 ↗
如何引用本页
ScholarGate. (2026, June 3). Robust Quantile Regression. ScholarGate. https://scholargate.app/zh/statistics/robust-quantile-regression
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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