Testing Equality of Nonparametric Quantile Regression Functions
This article proposes a new approach for testing the equality of nonparametric quantile regression functions based on marked empirical processes. We develop test statistics that posses better Type I and power properties in comparison to all available procedures in the literature. Simulation results also indicate that our tests have superior local power
Chinthaka Kuruwita +2 more
openaire +2 more sources
Stable Isotope Analysis as a Tool to Prevent Illicit Wildlife Trade of Songbirds in Brazil
Feather isotopes provide clear differences between wild and captive songbirds in Brazil. Combining multiple isotopes improved classification accuracy and revealed individuals falsely declared as captive‐bred. These results demonstrate the potential of isotope analysis to detect wildlife laundering in the bird trade.
Luiza Brasileiro +4 more
wiley +1 more source
Nonparametric expectile shortfall regression for functional data
This work addresses the issue of financial risk analysis by introducing a novel expected shortfall (ES) regression model, which employs expectile regression to define the shortfall threshold in financial risk management.
Almanjahie Ibrahim M. +4 more
doaj +1 more source
Bootstrap Enhanced Penalized Regression for Variable Selection with Neuroimaging Data
Recent advances in fMRI research highlight the use of multivariate methods for examining whole-brain connectivity. Complementary data-driven methods are needed for determining the subset of predictors related to individual differences.
Samantha Valerie Abram +5 more
doaj +1 more source
A sparse implementation of the Frisch-Newton algorithm for 1uantile regression: Working paper series--03-03 [PDF]
Recent experience has shown that interior-point methods using a log barrier approach are far superior to classical simplex methods for computing solutions to large parametric quantile regression problems.
Koenker, Roger, Ng, Pin
core
Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying
Abstract Elections can lead to substantial policy changes and, thus, are a significant source of risk. Firms can respond to such policy uncertainty by lobbying, but it is hard to quantify whether they do so and, if so, how much lobbying benefits them. We construct a new dataset and leverage investors’ expectations of variability in stock returns in the
Kristy Buzard +2 more
wiley +1 more source
As environmental threats intensify, policies that reduce carbon (CO2) emissions become essential for attaining a sustainable environment. This study examines the asymmetric effect of household and commercial energy efficiency on energy-related carbon ...
Ojonugwa Usman +3 more
doaj +1 more source
Asymptotic standard errors for reliability coefficients in item response theory
Abstract In a recent review, Liu et al. (Psychological Methods, 2025b) classified reliability coefficients into two types: classical test theory (CTT) reliability and proportional reduction in mean squared error (PRMSE). This article focuses on quantifying the sampling variability of these coefficients under item response theory (IRT) models.
Youjin Sung, Yang Liu
wiley +1 more source
Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient [PDF]
This paper shows nonparametric identification of quantile treatment effects (QTE) in the regression discontinuity design. The distributional impacts of social programs such as welfare, education, training programs and unemployment insurance are of large ...
Frölich, Markus, Melly, Blaise
core
Nonparametric quantile regression for twice censored data
We consider the problem of nonparametric quantile regression for twice censored data. Two new estimates are presented, which are constructed by applying concepts of monotone rearrangements to estimates of the conditional distribution function. The proposed methods avoid the problem of crossing quantile curves.
Volgushev, Stanislav, Dette, Holger
openaire +5 more sources

