Benutzer: Gast  Login
Dokumenttyp:
Zeitungsartikel 
Autor(en):
Schallhorn, N., Kraus, D., Nagler, T., and Czado, C. 
Titel:
D-vine quantile regression with discrete variables 
Abstract:
Quantile regression, the prediction of conditional quantiles, finds applications in various fields. Often, some or all of the variables are discrete. The authors propose two new quantile regression approaches to handle such mixed discrete-continuous data. Both of them generalize the continuous D-vine quantile regression, where the dependence between the response and the covariates is modeled by a parametric D-vine. D-vine quantile regression provides very flexible models, that enable accur...    »
 
Stichworte:
quantile regression; discrete variables; continuous convolution; nonparametric; vine copulas 
Zeitschriftentitel:
Preprint 
Jahr:
2017 
Reviewed:
ja 
Sprache:
en 
WWW:
_blank