Discussion: A comparison of GAMLSS with quantile regression

Volume: 13, Issue: 4, Pages: 335 - 348
Published: Aug 1, 2013
Abstract
A discussion on the relative merits of quantile, expectile and GAMLSS regression models is given. We contrast the ‘complete distribution models’ provided by GAMLSS to the ‘distribution free models’ provided by quantile (and expectile) regression. We argue that in general, a flexibility parametric distribution assumption has several advantages allowing possible focusing on specific aspects of the data, model comparison and model diagnostics. A...
Paper Details
Title
Discussion: A comparison of GAMLSS with quantile regression
Published Date
Aug 1, 2013
Volume
13
Issue
4
Pages
335 - 348
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