A multidimensional MRA pdf model. An application to Conditional Quantile Regression

by F. Palacios-González and R.M. García-Fernández .

Abstract: The aim of this paper is twofold. Firstly, the one-dimensional Multiresolution Analysis (MRA) pdf model is extended to the bi-dimensional and multi-dimensional case. Secondly, the quantile regression methods are applied to a bi-dimensional MRA model. This provides an alternative procedure for estimating, by computational techniques, the conditional quantile lines without requiring an explicit analytical model.

Key Words: Cubic box spline; multiresolution analysis pdf model; quantile regression

F. Palacios-González, fpalacio@ugr.es
Rosa M García-Fernández, rosamgf@ugr.es

Editor: Ghorai, Jugal K, jugal@csd.uwm.edu

READING THE ARTICLE: You can read the article in portable document (.pdf) format (643499 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 1120 times since MARCH 26, 2013.

Return to the InterStat Home Page.