Dual regression

Research, Article, Preprint English OPEN
Spady, Richard; Stouli, Sami;
(2012)
  • Publisher: London: Centre for Microdata Methods and Practice (cemmap)
  • Journal: volume 105,pages1-18issn: 0006-3444
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1093/biomet/asx074
  • Subject: Monotonicity | Duality | Mathematical programming | Statistics - Applications | Conditional distribution | Economics - Econometrics | Statistics - Methodology | Quantile regression | Convex approximation | Method of moments
    • ddc: ddc:330
    arxiv: Statistics::Methodology | Statistics::Computation | Statistics::Theory

We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regression process while av... View more
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