Please use this identifier to cite or link to this item: http://cmuir.cmu.ac.th/jspui/handle/6653943832/57168
Title: Why is linear quantile regression empirically successful: A possible explanation
Authors: Hung T. Nguyen
Vladik Kreinovich
Olga Kosheleva
Songsak Sriboonchitta
Keywords: Computer Science
Issue Date: 1-Jan-2017
Abstract: © Springer International Publishing AG 2017. Many quantities describing the physical world are related to each other. As a result, often, when we know the values of certain quantities x1,…, xn, we can reasonably well predict the value of some other quantity y. In many application, in addition to the resulting estimate for y, it is also desirable to predict how accurate is this approximate estimate, i.e., what is the probability distribution of different possible values y. It turns out that in many cases, the quantiles of this distribution linearly depend on the values x1,…, xn. In this paper, we provide a possible theoretical explanation for this somewhat surprising empirical success of such linear quantile regression.
URI: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012066355&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/57168
ISSN: 1860949X
Appears in Collections:CMUL: Journal Articles

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