摘要
介绍了分位数回归模型参数的3类区间估计方法,分别为直接法、自助法、诱导光滑法,通过模拟比较他们在覆盖率与置信区间长度方面的表现。
Three confidence interval estimationmethod for quantile regression model are introduced, which are direct method, bootstrap and induced smoothing method. The performance and the features of these methods for the confidence interval estimation are compared by simulation.
出处
《长春工业大学学报》
CAS
2017年第2期122-126,共5页
Journal of Changchun University of Technology
基金
吉林省科技厅青年科研基金资助项目(20150520055JH)
关键词
分位数回归
诱导光滑
自助法
quantile regression
induced smoothing
bootstrap.
