Analyzing the Effect of Factors on Individuals' Subjective Well-Being with Quantile Bayesian Structural Equation Modeling Approach. [PDF]
Çiçek Z, Bayram Arlı N.
europepmc +1 more source
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar +4 more
wiley +1 more source
Modeling Spatial Data with Heteroscedasticity Using PLVCSAR Model: A Bayesian Quantile Regression Approach. [PDF]
Chen R, Chen Z.
europepmc +1 more source
Econometrics at the Extreme: From Quantile Regression to QFAVAR1
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte +4 more
wiley +1 more source
Central statistical monitoring in clinical trial management: A scoping review. [PDF]
Fronc M +4 more
europepmc +1 more source
Artificial Intelligence in Climate and Sustainable Finance: A Blessing or a Curse?
ABSTRACT While there are concerns regarding the sustainability of artificial intelligence (AI), it is a potential ally in the transition toward a greener future. It offers advanced tools for data analysis; risk modeling; and environmental, social, and governance (ESG) assessment.
Filippo di Pietro +3 more
wiley +1 more source
Real-World Data and Causal Machine Learning to Enhance Drug Development. [PDF]
Anagnostopoulos C +3 more
europepmc +1 more source
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
wiley +1 more source
BAYESIAN DIFFERENTIAL CAUSAL DIRECTED ACYCLIC GRAPHS FOR OBSERVATIONAL ZERO-INFLATED COUNTS WITH AN APPLICATION TO TWO-SAMPLE SINGLE-CELL DATA. [PDF]
Choi J, Chapkin RS, Ni Y.
europepmc +1 more source
Welfare consequences of the compound risks of index insurance
Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison +4 more
wiley +1 more source

