A Parametric Quantile Regression Model for Asymmetric Response Variables on the Real Line

A Parametric Quantile Regression Model for Asymmetric Response Variables on the Real Line

In this paper, we introduce a novel parametric quantile regression model for asymmetric response variables, where the response variable follows a power skew-normal distribution. By considering a new convenient parametrization, these distribution results are very useful for modeling different quantil...

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Bibliographic Details
Main Authors: Diego I. Gallardo, Marcelo Bourguignon, Christian E. Galarza, Héctor W. Gómez
Format: Article
Language:English
Published: MDPI AG 2020-11-01
Series:Symmetry
Subjects:
asymmetric data
parametric inference
quantile regression model
skew-normal distributions
Online Access:https://www.mdpi.com/2073-8994/12/12/1938

Internet

https://www.mdpi.com/2073-8994/12/12/1938

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