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

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

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

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