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Distribution‐free Estimation of a Monotonic p th Quantile Function
Author(s) -
Strömberg U.
Publication year - 1993
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710350509
Subject(s) - quantile , quantile function , quantile regression , covariate , mathematics , estimator , statistics , econometrics , isotonic regression , monotonic function , distribution (mathematics) , cumulative distribution function , probability density function , mathematical analysis
When analyzing biological data sets, a frequent problem is to estimate the p th quantile of a distribution, when that quantile is assumed to depend on a covariate; in the present paper the dependence of the quantile on the covariate is assumed to be monotonic. Some properties of an isotonic p th quantile regression, considered as an estimator of an increasing p th quantile function, are presented.
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