Pointwise Estimation of Density of Heteroscedastistic Response in Regression

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dc.contributor.author현지훈ko
dc.contributor.author김시원ko
dc.contributor.author이성동ko
dc.contributor.author변욱재ko
dc.contributor.author손미경ko
dc.contributor.author김충락ko
dc.date.accessioned2013-03-12T15:36:15Z-
dc.date.available2013-03-12T15:36:15Z-
dc.date.created2013-01-11-
dc.date.created2013-01-11-
dc.date.issued2012-02-
dc.identifier.citation응용통계연구, v.25, no.1, pp.197 - 203-
dc.identifier.issn1225-066X-
dc.identifier.urihttp://hdl.handle.net/10203/102749-
dc.description.abstractIn 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.-
dc.languageKorean-
dc.publisher한국통계학회-
dc.titlePointwise Estimation of Density of Heteroscedastistic Response in Regression-
dc.typeArticle-
dc.type.rimsART-
dc.citation.volume25-
dc.citation.issue1-
dc.citation.beginningpage197-
dc.citation.endingpage203-
dc.citation.publicationname응용통계연구-
dc.identifier.kciidART001635978-
dc.contributor.localauthor현지훈-
dc.contributor.nonIdAuthor김시원-
dc.contributor.nonIdAuthor이성동-
dc.contributor.nonIdAuthor변욱재-
dc.contributor.nonIdAuthor손미경-
dc.contributor.nonIdAuthor김충락-
dc.subject.keywordAuthorConditional distribution function-
dc.subject.keywordAuthorheteroscedasticity-
dc.subject.keywordAuthorhistogram-
dc.subject.keywordAuthorquantile regression.-
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