New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models

In the usual quantile regression setting, the distribution of the response given the explanatory variables is unspecified. In this work, the distribution is specified and we introduce new link functions to directly model specified quantiles of seven 1–parameter continuous distributions. Using the ve...

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Bibliographic Details
Main Authors: V. F. Miranda-Soberanis, T. W. Yee
Format: Article
Language:English
Published: Hindawi Limited 2019-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2019/3493628