Discriminant analysis by quantile regression with application on the climate change problem

Cathy W.S. Chen*, Yi Tung Hsu, Masanobu Taniguchi

*この研究の対応する著者

研究成果: Article査読

抄録

With the widespread use of discriminant analysis in various fields, e.g. multivariate data, regression models, and times series observations, this paper introduces a quantile regression statistic to classify time series data into a certain category. Results show that the misclassification probability of the discriminant statistic converges to zero as the sample size tends to infinity. We also evaluate the performance of the statistics when the categories are contiguous. We apply the proposed method in quantile autoregression to a dataset of the monthly mean maximum temperature at Melbourne, Australia from January 1944 to December 2015. The findings illuminate interesting features of climate change and allow us to check the change at each quantile of the innovation distribution. Because the proposed method is general, there are many potential applications of this approach.

本文言語English
ページ(範囲)17-27
ページ数11
ジャーナルJournal of Statistical Planning and Inference
187
DOI
出版ステータスPublished - 2017 8月

ASJC Scopus subject areas

  • 統計学および確率
  • 統計学、確率および不確実性
  • 応用数学

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