A New Class of Estimators Based on a General Relative Loss Function
Motivated by the relative loss estimator of the median, we propose a new class of estimators for linear quantile models using a general relative loss function defined by the Box–Cox transformation function. The proposed method is very flexible. It includes a traditional quantile regression and media...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-05-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/10/1138 |