Quantiles for Fractions and Other Mixed Data
AbstractThis paper studies the estimation of quantile regression for fractional data, focusing on the case where there are mass-points at zero or/and one. More generally, we propose a simple strategy for the estimation of the conditional quantiles of data from mixed distributions, which combines standard results on the estimation of censored and Box-Cox quantile regressions. The implementation of the proposed method is illustrated using a well-known dataset.
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Bibliographic InfoPaper provided by University of Essex, Department of Economics in its series Economics Discussion Papers with number 656.
Date of creation: 29 Jul 2008
Date of revision:
Postal: Discussion Papers Administrator, Department of Economics, University of Essex, Wivenhoe Park, Colchester CO4 3SQ, U.K.
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