A quantile approach to the power transformed location–scale model
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References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Hong, Hyokyoung Grace & He, Xuming, 2010. "Prediction of Functional Status for the Elderly Based on a New Ordinal Regression Model," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 930-941.
- Jose A. F. Machado & Jose Mata, 2000. "Box-Cox quantile regression and the distribution of firm sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 253-274.
- Buchinsky, Moshe, 1995. "Estimating the asymptotic covariance matrix for quantile regression models a Monte Carlo study," Journal of Econometrics, Elsevier, vol. 68(2), pages 303-338, August.
- Mu, Yunming & He, Xuming, 2007. "Power Transformation Toward a Linear Regression Quantile," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 269-279, March.
More about this item
KeywordsLocation–scale model; Medical expenditure panel survey data; Power transformation; Quantile regression;
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