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A new quantile regression model with application to human development index

Author

Listed:
  • Gauss M. Cordeiro

    (Federal University of Pernambuco)

  • Gabriela M. Rodrigues

    (University of São Paulo)

  • Fábio Prataviera

    (University of São Paulo)

  • Edwin M. M. Ortega

    (University of São Paulo)

Abstract

A new odd log-logistic unit omega distribution is defined and studied, and some of its structural properties are obtained. A quantile regression model based on the new re-parameterized distribution is constructed, and the estimation is conducted by the maximum likelihood method. Monte Carlo simulations are used to assess the accuracy of the estimators. The flexibility, practical relevance and applicability of the proposed regression are proved by means of Human Development Index data from the cities of the state of São Paulo (Brazil).

Suggested Citation

  • Gauss M. Cordeiro & Gabriela M. Rodrigues & Fábio Prataviera & Edwin M. M. Ortega, 2024. "A new quantile regression model with application to human development index," Computational Statistics, Springer, vol. 39(6), pages 2925-2948, September.
  • Handle: RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01413-w
    DOI: 10.1007/s00180-023-01413-w
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    References listed on IDEAS

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