• Journal of applied mathematics & informatics
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• v.13 no.1_2
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• pp.373-384
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• 2003

In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1319-1325
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• 2010

Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.

• Communications for Statistical Applications and Methods
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• v.19 no.2
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• pp.293-301
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• 2012

Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.

• Proceedings of the Korean Statistical Society Conference
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• 2000.11a
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• pp.13-15
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• 2000

In this paper, we deal with the asymptotic properties of the regression quantile estimators in the nonlinear time series regression model. For the sinusodial model which frequently appears fer a time series analysis, we study the strong consistency and asymptotic normality of regression quantile ostinators.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.209-216
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• 2015

Quantile regression models with covariate measurement errors have received a great deal of attention in both the theoretical and the applied statistical literature. A lot of effort has been devoted to develop effective estimation methods for such quantile regression models. In this paper we propose the partially linear support vector orthogonal quantile regression model in the presence of covariate measurement errors. We also provide a generalized approximate cross-validation method for choosing the hyperparameters and the ratios of the error variances which affect the performance of the proposed model. The proposed model is evaluated through simulations.

• Communications for Statistical Applications and Methods
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• v.29 no.3
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• pp.319-331
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• 2022

In this paper, we develop a new statistical model to forecast the PM_2.5 level in Seoul, South Korea. The proposed model is based on the extreme quantile regression model with lasso penalty. Various meteorological variables and air pollution variables are considered as predictors in the regression model, and the lasso quantile regression performs variable selection and solves the multicollinearity problem. The final prediction model is obtained by combining various extreme lasso quantile regression estimators and we construct a binary classifier based on the model. Prediction performance is evaluated through the statistical measures of the performance of a binary classification test. We observe that the proposed method works better compared to the other classification methods, and predicts 'very bad' cases of the PM_2.5 level well.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.439-446
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• 2014

Quantile regression models with errors in variables have received a great deal of attention in the social and natural sciences. Some eorts have been devoted to develop eective estimation methods for such quantile regression models. In this paper we propose an orthogonal distance quantile regression model that eectively considers the errors on both input and response variables. The performance of the proposed method is evaluated through simulation studies.

• Journal of Digital Convergence
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• v.13 no.6
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• pp.125-132
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• 2015

It is current situation that a number of issues are being raised how the weight is calculated from customer satisfaction survey. This study investigated how the weight of satisfaction for each quantile is different by comparing ordinary least square regression model to quantile regression model and carried out bootstrap verification to find the influence difference of regression coefficient for each quantile. As the analysis result of using R(Quantreg package) that is open software, it appeared that there was the influence size of satisfaction factor along study result and quantile and there was the significant difference statistically regarding regression coefficient for each quantile. So, to use quantile regression model that offers the influence of satisfaction factor for each customer group along satisfaction level would contribute to plan the quantitative convergence policy for customer satisfaction.

• Journal of the Korean Data and Information Science Society
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• v.13 no.2
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• pp.31-38
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• 2002

In the case of multiple survival times which might be censored at each covariate vector, we study the regression quantile estimations in this paper. The estimations are based on the empirical distribution functions of the censored times and the sample quantiles of the observed survival times at each covariate vector and the weighted least square method is applied for the estimation of the regression quantile. The estimators are shown to be asymptotically normally distributed under some regularity conditions.

• The Korean Journal of Applied Statistics
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• v.33 no.6
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• pp.753-762
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• 2020

With an increasing interest in integrating artificial intelligence (AI) into interview processes, the Republic of Korea (ROK) army is trying to lead and analyze AI-powered interview platform. This study is to analyze the AI interview data using a unified non-crossing multiple quantile tree (UNQRT) model. Compared to the UNQRT, the existing models, such as quantile regression and quantile regression tree model (QRT), are inadequate for the analysis of AI interview data. Specially, the linearity assumption of the quantile regression is overly strong for the aforementioned application. While the QRT model seems to be applicable by relaxing the linearity assumption, it suffers from crossing problems among estimated quantile functions and leads to an uninterpretable model. The UNQRT circumvents the crossing problem of quantile functions by simultaneously estimating multiple quantile functions with a non-crossing constraint and is robust from extreme quantiles. Furthermore, the single tree construction from the UNQRT leads to an interpretable model compared to the QRT model. In this study, by using the UNQRT, we explored the relationship between the results of the Army AI interview system and the existing personnel data to derive meaningful results.