Results 141 to 150 of about 10,357 (300)
Bias Adjustment for Mean Squared Error Estimation in M‐Quantile Models for Small Area Estimation
International Statistical Review, EarlyView.Summary M‐quantile (MQ) regression provides a robust and flexible alternative to mixed models for small area estimation. However, several theoretical aspects remain underexplored. In this paper, a parametric bootstrap method is proposed to approximate the distributions of area‐specific MQ coefficients and applied to adjust the bias in the mean squared ...
María Bugallo +3 more
wiley +1 more source
A note on generalised information criteria for structured sparse models
International Statistical Review, EarlyView.Summary We propose a generalised information criteria ( gic) that accounts for sparsity pattern in the model. We obtain both asymptotic and nonasymptotic results for model selection. Moreover, we show that the gic is useful for selecting the regularisation parameter in regularised m$$ m $$ estimation in high‐dimensional scenarios.
Eduardo Fonseca Mendes +1 more
wiley +1 more source
Bayesian Tobit Quantile Regression Model Using Four Level Prior Distributions
, 2018 محمود مهدي البياتي +1 more
openalex +2 more sources
Simulation Study for Penalized Bayesian Elastic Net Quantile Regression
, 2021 Muntadher Hashim Mnati +1 more
openalex +2 more sources
Journal of Fish Biology, EarlyView.Abstract Fish must manage the competing demands of ion balance and gas exchange across the gills – a physiological tension known as the osmorespiratory compromise. In dynamic estuarine environments, the osmorespiratory compromise may be exacerbated by variable salinity and periods of hypoxia that demand high respiratory work.
Timothy D. Clark +4 more
wiley +1 more source
A Study of Bayesian Quantile Regression for Forecasting RMB Exchange Rates [PDF]
, 2023 Zihan Yang
openalex +1 more source
Mixing It Up: Inflation at Risk
Journal of Money, Credit and Banking, EarlyView.Abstract Understanding how risk factors shape the economic outlook is essential for guiding policy decisions. This paper develops a flexible framework that decomposes distributional risk forecasts of macro‐economic variables into underlying contributions and supports the construction of interpretable risk measures.
MAXIMILIAN SCHRÖDER
wiley +1 more source
Risk Margin Quantile Function via Parametric and Non-Parametric Bayesian Quantile Regression
, 2014 Alice X. D. Dong +2 more
openalex +2 more sources
EU ETS Market Expectations and Rational Bubbles
Journal of Money, Credit and Banking, EarlyView.Abstract The European Union Emissions Trading System (EU ETS) experienced sharp allowance price increases from 2018 onward, prompting claims that rational bubbles were driving the surge. We reassess this hypothesis using expectations based on futures prices.
CHRISTOPH WEGENER +2 more
wiley +1 more source
Artificial Intelligence in Climate and Sustainable Finance: A Blessing or a Curse?
Journal of Economic Surveys, EarlyView.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