Density-weighted quantile regression

Name: Density-weighted quantile regression
Brand: Vita e Pensiero
Availability: OnlineOnly

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Density-weighted quantile regression

Authors

Ilaria Lucrezia Amerise, Agostino Tarsitano

Publisher

Vita e Pensiero

Format

Article |

Pdf

Pages

Online from

12-2020

Doi

10.26350/999999_000020

Issn

1824-6672 (print) | 2283-6659 (digital)

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Description Readers' comments

This study proposes a new weighted quantile regression method through the introduction of weights based on a recursive estimation of the density function of residuals. The new estimators are strictly related to the quantity quantile method introduced by Radaelli and Zenga in 2006. More specifically, density-weighted quantile regression is an attempt to extend the idea of quantity quantiles within the framework of an iteratively re-weighted quantile regression in which each iteration involves the interpolating of the first-moment density function of the dependent variable.Densityweighted estimators are applied in an econometric setting to demonstrate their utility for analyzing the size distribution of transferable variables.

keywords

First-Moment Distribution, Quantity Quantile, Sparsity Function, Iterative Method.

Authors biography

Dipartimento di Economia, Statistica e Finanza - Università della Calabria - Via Pietro Bucci, Cubo 1c - 87036 RENDE (CS) - Italy (e-mail: agostino.tarsitano@unical.it; ilaria.amerise@unical.it).

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