Paper Abstract and Keywords |
Presentation |
2007-12-22 09:00
A Study on Conditional Quantile Estimation for Location-Scale Models Mitsuhiro Yoshida, Yusuke Higuchi, Ichiro Takeuchi (Mie Univ.) NC2007-71 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
A family of conditional quantile functions
provides deep insight into the underlying stochastic relationship between variables.
However,
when several conditional quantile functions at different orders
(e.g., 0.1, 0.2, ..., 0.9 quantiles) are independently estimated,
their inter-relationship could be inconsistent.
To address this problem,
we consider estimating a set of conditional quantile functions
under an assumption that the data is drawn from location-scale model.
We study the inter-relationship between different conditional quantile functions under location-scale model,
and introduce a new approach for conditional quantile estimations.
For linear models,
we suggest a computationally efficient approach using linear programming,
and
for nonlinear models,
we introduce a multi-layer perceptron with special structure.
Numerical experiments suggest the effectiveness of our new approach. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
location scale model / quantile regression / linear programing / multi-layer perceptron / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 107, no. 410, NC2007-71, pp. 1-6, Dec. 2007. |
Paper # |
NC2007-71 |
Date of Issue |
2007-12-15 (NC) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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NC2007-71 |
Conference Information |
Committee |
MBE NC |
Conference Date |
2007-12-22 - 2007-12-22 |
Place (in Japanese) |
(See Japanese page) |
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Topics (in Japanese) |
(See Japanese page) |
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Paper Information |
Registration To |
NC |
Conference Code |
2007-12-MBE-NC |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
A Study on Conditional Quantile Estimation for Location-Scale Models |
Sub Title (in English) |
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Keyword(1) |
location scale model |
Keyword(2) |
quantile regression |
Keyword(3) |
linear programing |
Keyword(4) |
multi-layer perceptron |
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1st Author's Name |
Mitsuhiro Yoshida |
1st Author's Affiliation |
Mie University (Mie Univ.) |
2nd Author's Name |
Yusuke Higuchi |
2nd Author's Affiliation |
Mie University (Mie Univ.) |
3rd Author's Name |
Ichiro Takeuchi |
3rd Author's Affiliation |
Mie University (Mie Univ.) |
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Speaker |
Author-1 |
Date Time |
2007-12-22 09:00:00 |
Presentation Time |
25 minutes |
Registration for |
NC |
Paper # |
NC2007-71 |
Volume (vol) |
vol.107 |
Number (no) |
no.410 |
Page |
pp.1-6 |
#Pages |
6 |
Date of Issue |
2007-12-15 (NC) |
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