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Article

A Parametric Quantile Regression Model for Asymmetric Response Variables on the Real Line

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Departamento de Matemática, Facultad de Ingeniería, Universidad de Atacama, Copiapó 1530000, Chile
2
Departamento de Estatística, Universidade Federal do Rio Grande do Norte, Natal, RN 59000-000, Brazil
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Departamento de Matemáticas, Escuela Superior Politécnica del Litoral, ESPOL, Guayaquil 090150, Ecuador
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Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile
*
Author to whom correspondence should be addressed.
Symmetry 2020, 12(12), 1938; https://doi.org/10.3390/sym12121938
Received: 30 October 2020 / Revised: 16 November 2020 / Accepted: 19 November 2020 / Published: 25 November 2020
In this paper, we introduce a novel parametric quantile regression model for asymmetric response variables, where the response variable follows a power skew-normal distribution. By considering a new convenient parametrization, these distribution results are very useful for modeling different quantiles of a response variable on the real line. The maximum likelihood method is employed to estimate the model parameters. Besides, we present a local influence study under different perturbation settings. Some numerical results of the estimators in finite samples are illustrated. In order to illustrate the potential for practice of our model, we apply it to a real dataset. View Full-Text
Keywords: asymmetric data; parametric inference; quantile regression model; skew-normal distributions asymmetric data; parametric inference; quantile regression model; skew-normal distributions
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MDPI and ACS Style

Gallardo, D.I.; Bourguignon, M.; Galarza, C.E.; Gómez, H.W. A Parametric Quantile Regression Model for Asymmetric Response Variables on the Real Line. Symmetry 2020, 12, 1938. https://doi.org/10.3390/sym12121938

AMA Style

Gallardo DI, Bourguignon M, Galarza CE, Gómez HW. A Parametric Quantile Regression Model for Asymmetric Response Variables on the Real Line. Symmetry. 2020; 12(12):1938. https://doi.org/10.3390/sym12121938

Chicago/Turabian Style

Gallardo, Diego I., Marcelo Bourguignon, Christian E. Galarza, and Héctor W. Gómez 2020. "A Parametric Quantile Regression Model for Asymmetric Response Variables on the Real Line" Symmetry 12, no. 12: 1938. https://doi.org/10.3390/sym12121938

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