Quantile Regression Averaging (QRA) is a forecast combination approach to the computation of prediction intervals. It involves applying quantile regression...

Quantile regression is a type of regression analysis used in statistics and econometrics. Whereas the method of least squares estimates the conditional...

common forms of regression use slightly different procedures to estimate alternative location parameters (e.g., quantile regression or Necessary Condition...

In statistics and probability, quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities...

Local regression or local polynomial regression, also known as moving regression, is a generalization of the moving average and polynomial regression. Its...

especially in the case of a simple linear regression, in which there is a single regressor on the right side of the regression equation. The OLS estimator is consistent...

In statistics, simple linear regression (SLR) is a linear regression model with a single explanatory variable. That is, it concerns two-dimensional sample...

Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables. Poisson regression assumes...

multilevel regression with poststratification model involves the following pair of steps: MRP step 1 (multilevel regression): The multilevel regression model...

combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) estimates the parameters of a logistic model...

context of electricity price forecasting. Quantile Regression Averaging (QRA) involves applying quantile regression to the point forecasts of a number of...

the conditional median or some other quantile is used. Like all forms of regression analysis, linear regression focuses on the conditional probability...

In statistics, multinomial logistic regression is a classification method that generalizes logistic regression to multiclass problems, i.e. with more than...

In statistics, polynomial regression is a form of regression analysis in which the relationship between the independent variable x and the dependent variable...

plot (quantile–quantile plot) is a probability plot, a graphical method for comparing two probability distributions by plotting their quantiles against...

In statistics, binomial regression is a regression analysis technique in which the response (often referred to as Y) has a binomial distribution: it is...

In statistics, nonlinear regression is a form of regression analysis in which observational data are modeled by a function which is a nonlinear combination...

model or general multivariate regression model is a compact way of simultaneously writing several multiple linear regression models. In that sense it is...

QRA may refer to: Quantile regression averaging, in econometrics and forecasting Quantitative risk assessment, an estimation of risk Quaternary Research...

Bayesian linear regression is a type of conditional modeling in which the mean of one variable is described by a linear combination of other variables...

^{\mathsf {T}}\mathbf {y} .} Optimal instruments regression is an extension of classical IV regression to the situation where E[εi | zi] = 0. Total least...

Hall, P.; Martin, M. A. (1988). "Exact Convergence Rate of Bootstrap Quantile Variance Estimator". Probab Theory Related Fields. 80 (2): 261–268. doi:10...

distinction is most important in regression analysis, where the concepts are sometimes called the regression errors and regression residuals and where they lead...

can be seen as generalizations of linear models (in particular, linear regression), although they can also extend to non-linear models. These models became...

Nonparametric regression is a category of regression analysis in which the predictor does not take a predetermined form but is constructed according to...

combined with LAD. Geometric median Quantile regression Regression analysis Linear regression model Absolute deviation Average absolute deviation Median absolute...

In robust statistics, robust regression seeks to overcome some limitations of traditional regression analysis. A regression analysis models the relationship...

Segmented regression, also known as piecewise regression or broken-stick regression, is a method in regression analysis in which the independent variable...

outline is provided as an overview of and topical guide to regression analysis: Regression analysis – use of statistical techniques for learning about...

In statistics and numerical analysis, isotonic regression or monotonic regression is the technique of fitting a free-form line to a sequence of observations...