Dynamic quantile stochastic frontier models
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DOI: 10.1016/j.ijhm.2020.102588
Abstract: Abstract This paper introduces the concept of dynamic quantile regression to the context of stochastic frontier models. We develop a Dynamic Quantile Stochastic Frontier (DQSF) in a Bayesian framework to take into account possible shifts… read more here.
Keywords: dynamic quantile; model; frontier models; stochastic frontier ... See more keywords
Transformed Dynamic Quantile Regression on Censored Data
Sign Up to like & getrecommendations! Published in 2020 at "Journal of the American Statistical Association"
DOI: 10.1080/01621459.2019.1695623
Abstract: Abstract We propose a class of power-transformed linear quantile regression models for time-to-event observations subject to censoring. By introducing a process of power transformation with different transformation parameters at individual quantile levels, our framework relaxes… read more here.
Keywords: dynamic quantile; quantile regression; regression; transformed dynamic ... See more keywords