A quantile based dimension reduction technique
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- Yadolah Dodge & Joe Whittaker, 2009. "Partial quantile regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 35-57, June.
- Guodong Li & Yang Li & Chih-Ling Tsai, 2015. "Quantile Correlations and Quantile Autoregressive Modeling," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(509), pages 246-261, March.
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Keywords
Partial-Least-Squares;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-10-25 (Econometrics)
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