arXiv 25 Oct 2012 · Statistics — Methodology · publishedBiometrika (2017) · 7 citations (OpenAlex)
arXiv:1210.6958 · PDF · DOI · OpenAlex · Extracted main text
We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regression process while avoiding the need for repairing the intersecting conditional quantile surfaces that quantile regression often produces in practice. Our approach introduces a mathematical programming characterization of conditional distribution functions which, in its simplest form, is the dual program of a simultaneous estimator for linear location-scale models. We apply our general characterization to the specification and estimation of a flexible class of conditional distribution functions, and present asymptotic theory for the corresponding empirical dual regression process.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Boyd, S. P. and Vandenberghe, L (2004) Convex Optimization | 0.585 | 4 | 3 | 25% |
| 2 | Chernozhukov, V., Fernandez-Val, I. & Galichon, A (2010) Quantile and probability curves without crossing | 0.511 | 2 | 2 | 50% |
| 3 | He, X (1997) Quantile Curves without Crossing | 0.511 | 2 | 2 | 50% |
| 4 | Koenker, R. & Xiao, Z (2002) Inference on the quantile regression process | 0.511 | 2 | 2 | 50% |
| 5 | Koenker, R (2005) Quantile Regression. Cambridge University Press | 0.511 | 2 | 1 | 100% |
| 6 | Bondell, H., Reich, B. and Wang, H (2010) Noncrossing quantile regression curve estimation | 0.481 | 6 | 2 | 17% |
| 7 | Carlier, G., Chernozhukov, V., & Galichon, A (2016) Vector quantile regression: an optimal transport approach | 0.405 | 1 | 1 | 100% |
| 8 | Chernozhukov, V., Fernandez-Val, I. & Melly, B (2013) Inference on Counterfactual Distributions | 0.405 | 1 | 1 | 100% |
| 9 | Cosma, A., Scaillet, O., & Von Sachs, R (2007) Multivariate wavelet-based shape-preserving estimation for dependent observations | 0.405 | 1 | 1 | 100% |
| 10 | De Vore, R (1977) Monotone approximation by splines | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 24 scored citations.