- Hacettepe Journal of Mathematics and Statistics
- Vol: 44 Issue: 3
- Composite quantile regression for linear errors-in-variables models
Composite quantile regression for linear errors-in-variables models
Authors : Rong Jiang
Pages : 707-713
View : 11 | Download : 6
Publication Date : 2015-06-01
Article Type : Research
Abstract :Composite quantile regression can be more efficient and sometimes arbitrarily more efficient than least squares for non-normal random errors, and almost as efficient for normal random errors. Therefore, we extend composite quantile regression method to linear errors-in-variables models, and prove the asymptotic normality of the proposed estimators. Simulation results and a real dataset are also given to illustrate our the proposed methods.Keywords : Errors-in-variables, composite quantile regression