ABSTRACT Expectile is a coherent and elicitable law‐invariant risk measure widely applied in risk management. Existing methods based on iteratively reweighted least squares (IWLS) are not computationally efficient for large‐scale sample sizes. To overcome the issue, we develop a direct nonparametric conditional expectile function estimator by inverting
Feipeng Zhang, Ping‐Shou Zhong
wiley +1 more source
Bayesian inference in nonlinear growth models and hypothesis testing of sexual dimorphism in Black Utrerana chickens. [PDF]
Salvador RC, Pereira AA, Fernandes TJ.
europepmc +1 more source
A Note on Local Polynomial Regression for Time Series in Banach Spaces
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
The Learning Rate Is Not a Constant: Sandwich-Adjusted Markov Chain Monte Carlo Simulation. [PDF]
Vrugt JA, Diks CGH.
europepmc +1 more source
Sequential Outlier Detection in Nonstationary Time Series
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Agmatine augmentation in treatment-resistant obsessive-compulsive disorder: a prospective open-label case series. [PDF]
Salvi JD.
europepmc +1 more source
Variation in herbivore defense strategies among plant species differing in elevational distribution and the role of temperature in defense. [PDF]
Dorey T +5 more
europepmc +1 more source
Bayesian Federated Inference for regression models based on non-shared medical center data. [PDF]
Jonker MA, Pazira H, Coolen ACC.
europepmc +1 more source
Web application development using multiple regression analysis to predict silicosis risk among stone carvers in Nakhon Ratchasima, Thailand. [PDF]
Ketsakorn A, Chaiyadej R.
europepmc +1 more source
Assessing spillover effects: Handling missing outcomes in network-based studies. [PDF]
Lee T +5 more
europepmc +1 more source

