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...

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Detalles Bibliográficos
Publicado en:Econometrica Vol. 78; no. 3; pp. 1093 - 1126
Autores principales: Chernozhukov, Victor, Fernández-Val, Iván, Galichon, Alfred
Formato: Artículo
Publicado: Wiley-Blackwell May 2010
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Acceso en línea:Ver este registro en EBSCOhost