Quantiles for Fractions and Other Mixed Data

This paper studies the estimation of quantile regression for fractional data, focusing on the case where there are mass-points at zero or/and one. More generally, we propose a simple strategy for the estimation of the conditional quantiles of data from mixed distributions, which combines standard results on the estimation of censored and Box-Cox quantile regressions. The implementation of the proposed method is illustrated using a well-known dataset.

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Year of publication:	2008-07-29
Authors:	Machado, Jose A. F. ; Silva, J. M. C. Santos

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Series:	Economics Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005826954