Pointwise Estimation of Density of Heteroscedastistic Response in Regression

Autor:	Si-Won Kim, Ji-Hoon Hyun, Choongrak Kim, Wook-Jae Byun, Mi-Kyoung Son, Sung-Dong Lee
Rok vydání:	2012
Předmět:	Pointwise Polynomial regression Statistics::Theory Heteroscedasticity Binomial regression Histogram Statistics Statistics::Methodology Regression analysis Conditional probability distribution Quantile regression Mathematics
Zdroj:	Korean Journal of Applied Statistics. 25:197-203
ISSN:	1225-066X
DOI:	10.5351/kjas.2012.25.1.197
Popis:	In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2bcfc3070675e4213a37aefbfec36fd9 https://doi.org/10.5351/kjas.2012.25.1.197 Zobrazit plný text záznamu