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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2015.2
- 수록면
- 209 - 216 (8page)
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Quantile regression models with covariate measurement errors have received a great deal of attention in both the theoretical and the applied statistical literature. A lot of effort has been devoted to develop e ective estimation methods for such quantile regres-sion models. In this paper we propose the partially linear support vector orthogonal quantile regression model in the presence of covariate measurement errors. We also provide a generalized approximate cross-validation method for choosing the hyperpa-rameters and the ratios of the error variances which a ect the performance of the proposed model. The proposed model is evaluated through simulations.
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참고문헌 (18)
참고문헌 신청
1. [단행본] - Carroll, R. J. / 2006 / Measurement error in nonlinear models: A modern perspective / Chapman & Hall/CRC
2. [학술지(정기간행물)] - Chen, X. / 2011 / Nonlinear models of measurement errors / Journal of Economic Literature 49 : 901 ~ 937
3. [보고서] - Chesher, A. / 2001 / Parameter approximations for quantile regressions with measurement error
4. [학술지(정기간행물)] - 석경하 / 2010 / Doubly penalized kernel method for heteroscedastic autoregressive data / 한국데이터정보과학회지 21 (1) : 155 ~ 162
5. [단행본] - Fuller, W. A. / 1987 / Measurement error models / Wiley
2. [학술지(정기간행물)] - Chen, X. / 2011 / Nonlinear models of measurement errors / Journal of Economic Literature 49 : 901 ~ 937
3. [보고서] - Chesher, A. / 2001 / Parameter approximations for quantile regressions with measurement error
4. [학술지(정기간행물)] - 석경하 / 2010 / Doubly penalized kernel method for heteroscedastic autoregressive data / 한국데이터정보과학회지 21 (1) : 155 ~ 162
5. [단행본] - Fuller, W. A. / 1987 / Measurement error models / Wiley
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UCI(KEPA) : I410-ECN-0101-2018-041-001376103