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1. Introduction
1.3
1.3.1 model in the mean
single explanatory variable
response variable y1,…,yn
regression model:
f(x,β) → relationship between the response and the predictor variable
mean & variable
1.3.2 Flexibility in the response quantile
when the quantity of interest is just one quantile → quantile regression model
data
predictor function f(x) depends on β
least square loss function :
2. Nonparametric regression
3. Quantile regression
4. Generalised Additive Models (GAMs)
5. Quantile regression extensions
6. Flexible regression extensions
- 作者:Mingyu Peng
- 链接:https://pengmingyu.xyz/article/538b0121-4f66-4a3a-a092-6321072f0e4f
- 声明:本文采用 CC BY-NC-SA 4.0 许可协议,转载请注明出处。