Quantile/expectile regression, and extreme data analysis
Quantile/expectile regression, and extreme data analysis
Quantile/expectile regression, and extreme data analysis
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
LMS quantile <strong>regression</strong><br />
Yeo−Johnson transformation of y<br />
3<br />
2<br />
1<br />
0<br />
−1<br />
−2<br />
−5<br />
−3<br />
0<br />
1<br />
3<br />
5<br />
−3<br />
−3 −2 −1 0 1 2 3<br />
y<br />
Figure: The Yeo-Johnson transformation ψ(λ, y).<br />
© T. W. Yee (University of Auckl<strong>and</strong>) <strong>Quantile</strong>/<strong>expectile</strong> <strong>regression</strong>, <strong>and</strong> <strong>extreme</strong> <strong>data</strong> <strong>analysis</strong> 18 July 2012 @ Cagliari 16/101/ 101