A Simplified Condition For Quantile Regression

Fuente: arXiv
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Main Authors: Peng, Liang, Qi, Yongcheng
Format: Preprint
Published: 2025
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author Peng, Liang
Qi, Yongcheng
author_facet Peng, Liang
Qi, Yongcheng
contents Quantile regression is effective in modeling and inferring the conditional quantile given some predictors and has become popular in risk management due to wide applications of quantile-based risk measures. When forecasting risk for economic and financial variables, quantile regression has to account for heteroscedasticity, which raises the question of whether the identification condition on residuals in quantile regression is equivalent to one independent of heteroscedasticity. In this paper, we present some identification conditions under three probability models and use them to establish simplified conditions in quantile regression.
format Preprint
id arxiv_https___arxiv_org_abs_2504_18769
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle A Simplified Condition For Quantile Regression
Peng, Liang
Qi, Yongcheng
Statistics Theory
Probability
60E05, 62J05, 62G05
Quantile regression is effective in modeling and inferring the conditional quantile given some predictors and has become popular in risk management due to wide applications of quantile-based risk measures. When forecasting risk for economic and financial variables, quantile regression has to account for heteroscedasticity, which raises the question of whether the identification condition on residuals in quantile regression is equivalent to one independent of heteroscedasticity. In this paper, we present some identification conditions under three probability models and use them to establish simplified conditions in quantile regression.
title A Simplified Condition For Quantile Regression
topic Statistics Theory
Probability
60E05, 62J05, 62G05
url https://arxiv.org/abs/2504.18769