Extreme conditional quantile estimation for time series
Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur +2 more
wiley +1 more source
Identification of Growth-Related Key Genes Based on Nonlinear Fitting of Weight Growth Curves in Min Pigs. [PDF]
Zhou Z +7 more
europepmc +1 more source
Sparse maximum likelihood estimation of regression models
Abstract For regression model selection and estimation, we study a small set of candidate models of maximum likelihood from which all information criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) choose their models.
Min Tsao
wiley +1 more source
Integrating preliminary test and Stein-type techniques to improve estimation in the time-dependent Cox model. [PDF]
Ramezani R, Rabiei MR, Arashi M.
europepmc +1 more source
Learning sparse mixture‐of‐experts generalized linear models in ultrahigh dimensions
Abstract Motivated by the challenges of heterogeneity and high dimensionality in the analysis of modern data, we investigate continuous regularization methods for learning sparse mixture‐of‐experts generalized linear models (MoE‐GLM). Although there are foundational results about regularized estimators in a broad class of regression models including ...
Pengqi Liu, Abbas Khalili
wiley +1 more source
A Class of Robust Estimators for Moment Condition Models. [PDF]
Keziou A, Toma A.
europepmc +1 more source
Calibrated Model Criticism Using Split Predictive Checks. [PDF]
Li J, Huggins JH.
europepmc +1 more source
Joint Quality-Reliability Analysis of IRS-Assisted Communications in Presence of Inverse Power Lomax Fading Channel. [PDF]
Gvozdarev AS, Manakhov RY.
europepmc +1 more source
Integrating Meta-Analysis Into a Specific Study (InMASS) for Estimating the Target-Population Average Treatment Effect. [PDF]
Hanada K, Kojima M.
europepmc +1 more source

