New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models

المؤلفون المشاركون

Miranda-Soberanis, V. F.
Yee, T. W.

المصدر

Journal of Probability and Statistics

العدد

المجلد 2019، العدد 2019 (31 ديسمبر/كانون الأول 2019)، ص ص. 1-11، 11ص.

الناشر

Hindawi Publishing Corporation

تاريخ النشر

2019-05-07

دولة النشر

مصر

عدد الصفحات

11

التخصصات الرئيسية

الرياضيات

الملخص EN

In the usual quantile regression setting, the distribution of the response given the explanatory variables is unspecified.

In this work, the distribution is specified and we introduce new link functions to directly model specified quantiles of seven 1–parameter continuous distributions.

Using the vector generalized linear and additive model (VGLM/VGAM) framework, we transform certain prespecified quantiles to become linear or additive predictors.

Our parametric quantile regression approach adopts VGLMs/VGAMs because they can handle multiple linear predictors and encompass many distributions beyond the exponential family.

Coupled with the ability to fit smoothers, the underlying strong assumption of the distribution can be relaxed so as to offer a semiparametric–type analysis.

By allowing multiple linear and additive predictors simultaneously, the quantile crossing problem can be avoided by enforcing parallelism constraint matrices.

This article gives details of a software implementation called the VGAMextra package for R.

Both the data and recently developed software used in this paper are freely downloadable from the internet.

نمط استشهاد جمعية علماء النفس الأمريكية (APA)

Miranda-Soberanis, V. F.& Yee, T. W.. 2019. New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models. Journal of Probability and Statistics،Vol. 2019, no. 2019, pp.1-11.
https://search.emarefa.net/detail/BIM-1186850

نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)

Miranda-Soberanis, V. F.& Yee, T. W.. New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models. Journal of Probability and Statistics No. 2019 (2019), pp.1-11.
https://search.emarefa.net/detail/BIM-1186850

نمط استشهاد الجمعية الطبية الأمريكية (AMA)

Miranda-Soberanis, V. F.& Yee, T. W.. New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models. Journal of Probability and Statistics. 2019. Vol. 2019, no. 2019, pp.1-11.
https://search.emarefa.net/detail/BIM-1186850

نوع البيانات

مقالات

لغة النص

الإنجليزية

الملاحظات

Includes bibliographical references

رقم السجل

BIM-1186850