Quantile and Probability Curves without Crossing.
This paper proposes a method to address the longstanding problem of lack of monotonicity in estimation of conditional and structural quantile functions, also known as the quantile crossing problem (Bassett and Koenker (1982)). The method consists in sorting or monotone rearranging the original estim...
| Publicado en: | Econometrica Vol. 78; no. 3; pp. 1093 - 1126 |
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| Autores principales: | , , |
| Formato: | Artículo |
| Publicado: |
Wiley-Blackwell
May 2010
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| Materias: | |
| Acceso en línea: | Ver este registro en EBSCOhost |