Combination of Quantile Regressions Takafumi Kanamori Dept. of Mathematical...  Home/Search
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Abstract: In this paper, we propose a new robust estimator for regression problems in the form of the linear combination of quantile regressions. The proposed robust regression estimator is helpful for the conditional mean estimation especially when the error distribution is asymmetric or/and heteroscedastic, where conventional robust regressions yield considerable bias to the conditional mean. (Update)
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BibTeX entry: (Update)
@misc{ quantile-robust,
author = "Combination Of Quantile",
title = "Robust Estimation of Conditional Mean by the Linear",
url = "citeseer.ist.psu.edu/754197.html" }
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1 Estimating censored regression models in the presence of non.. - Chen, Khan - 2000
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