Quantiles for Fractions and Other Mixed Data
Jose A F Machado and
João Santos Silva ()
Economics Discussion Papers from University of Essex, Department of Economics
This paper studies the estimation of quantile regression for fractional data, focusing on the case where there are mass-points at zero or/and one. More generally, we propose a simple strategy for the estimation of the conditional quantiles of data from mixed distributions, which combines standard results on the estimation of censored and Box-Cox quantile regressions. The implementation of the proposed method is illustrated using a well-known dataset.
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