Abstract:Quantile regression estimates are robust for outliers in y direction but are sensitive to leverage points. The least trimmed quantile regression (LTQReg) method is put forward to overcome the effect of leverage points. The LTQReg method trims higher residuals based on trimming percentage specified by the data. However, leverage points do not always produce high residuals, and hence, the trimming percentage should be specified based on the ratio of contamination, not determined by a researcher. In this paper, w… Show more
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