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...

Full description

Bibliographic Details

Published in:	Econometrica Vol. 78; no. 3; pp. 1093 - 1126
Main Authors:	Chernozhukov, Victor, Fernández-Val, Iván, Galichon, Alfred
Format:	Article
Published:	Wiley-Blackwell May 2010
Subjects:	Curves Regression analysis Monotonic functions
Online Access:	View this record in EBSCOhost