응용통계연구 (The Korean Journal of Applied Statistics)

  • 제25권1호
  • /
  • Pages.197-203
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  • 2012
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  • 1225-066X(pISSN)
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  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
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Pointwise Estimation of Density of Heteroscedastistic Response in Regression

  • 투고 : 2011.11.24
  • 심사 : 2012.01.16
  • 발행 : 2012.02.29
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초록

In fitting a regression model, we often encounter data sets which do not follow Gaussian distribution and/or do not have equal variance. In this case estimation of the conditional density of a response variable at a given design point is hardly solved by a standard least squares method. To solve this problem, we propose a simple method to estimate the distribution of the fitted vales under heteroscedasticity using the idea of quantile regression and the histogram techniques. Application of this method to a real data sets is given.

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참고문헌

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