Composite quantile regression for linear errors-in-variables models

Yıl 2015, Cilt: 44 Sayı: 3, 707 - 713, 01.06.2015

Rong Jiang

Öz

Composite quantile regression can be more efficient and sometimes arbitrarily more efficient than least squares for non-normal random errors,
and almost as efficient for normal random errors. Therefore, we extend composite quantile regression method to linear errors-in-variables
models, and prove the asymptotic normality of the proposed estimators. Simulation results and a real dataset are also given to illustrate
our the proposed methods.

Anahtar Kelimeler

Errors-in-variables, composite quantile regression

Kaynakça

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