Results 151 to 160 of about 44,356 (305)
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
ABSTRACT The aim of this article is to exploit an innovative spatial econometric approach to map and study the evolving patterns of industrial districts (IDs). The procedure can be classified as a k‐means cluster‐wise regression procedure and is designed to detect homogeneous areas of subcontracting activity.
Jacopo Canello +3 more
wiley +1 more source
Analyzing ozone concentration by Bayesian spatio‐temporal quantile regression [PDF]
P. Das, S. Ghosal
openalex +1 more source
Simulation Study for Penalized Bayesian Elastic Net Quantile Regression
Muntadher Hashim Mnati +1 more
openalex +2 more sources
Multiple Changepoint Detection for Non‐Gaussian Time Series
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund +3 more
wiley +1 more source
Accurate wind power forecasting is critical for grid stability and renewable energy integration, yet the inherent variability of atmospheric conditions presents significant challenges.
Murat Isik, Mehmet ali Yalcinkaya
doaj +1 more source
Bayesian Composite Quantile Regression with Additive Regression Trees: A Robust Nonparametric Framework for Conditional Distribution Estimation [PDF]
Samiksha Chakule +2 more
openalex +1 more source
ABSTRACT We consider the problem of sequential (online) estimation of a single change point in a piecewise linear regression model under a Gaussian setup. We demonstrate that certain CUSUM‐type statistics attain the minimax optimal rates for localizing the change point.
Annika Hüselitz, Housen Li, Axel Munk
wiley +1 more source
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles [PDF]
Thomas Opitz +3 more
openalex +1 more source

