Improving linear quantile regression for replicated data

01/16/2019
by   Kaushik Jana, et al.
0

When there are few distinct values of the covariates but many replicates, we show that a weighted least squares fit to the sample quantiles of the replicates is asymptotically more efficient than the usual method of linear quantile regression.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset