Results 101 to 110 of about 7,257 (284)

Prior elicitation and variable selection for bayesian quantile regression [PDF]

open access: yes, 2013
This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.Bayesian subset selection suffers from three important difficulties: assigning priors over model space, assigning priors to all components of the regression
Al-Hamzawi, Rahim Jabbar Thaher
core  

Quantile Regression with Censoring and Endogeneity [PDF]

open access: yes
In this paper, we develop a new censored quantile instrumental variable (CQIV) estimator and describe its properties and computation. The CQIV estimator combines Powell (1986) censored quantile regression (CQR) to deal semiparametrically with censoring ...
Amanda Kowalski   +2 more
core   +3 more sources

Multivariate Uncertainty Quantification with Tomographic Quantile Forests

open access: yesMathematical and Computational Applications
Quantifying predictive uncertainty is essential for safe and trustworthy real-world AI deployment. However, the fully nonparametric estimation of conditional distributions remains challenging for multivariate targets.
Takuya Kanazawa
doaj   +1 more source

Investigating the EKC and LCC Hypotheses for BRICS Countries: The Role of Economic Complexity in Environmental Degradation

open access: yesNatural Resources Forum, EarlyView.
ABSTRACT The number of studies in literature examining the relationship between economic complexity and environment continues to increase. In those studies, either environmental degradation is represented by a limited indicator, or a traditional empirical method is preferred.
Tunahan Haciimamoglu
wiley   +1 more source

A partially collapsed Gibbs sampler for Bayesian quantile regression [PDF]

open access: yes, 2009
We introduce a set of new Gibbs sampler for Bayesian analysis of quantile re-gression model. The new algorithm, which partially collapsing an ordinary Gibbs sampler, is called Partially Collapsed Gibbs (PCG) sampler.
Yu, K, Reed, C, Keming Yu, Craig Reed
core  

Does Investor Attention Matter for Carbon Market? New Insights From a Multi-Scale Quantile Causality Analysis

open access: yesIEEE Access
This paper firstly puts forward to explore the multi-scale, nonlinear quantile interactions between investor attention and the carbon market from January 2009 to December 2022.
Yaqi Wu   +4 more
doaj   +1 more source

Stable Isotope Analysis as a Tool to Prevent Illicit Wildlife Trade of Songbirds in Brazil

open access: yesAnimal Conservation, EarlyView.
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

A note on the use of quantile regression in beta convergence analysis [PDF]

open access: yes
We discuss how to interpret conflicting results obtained by the use of quantile regression methods in growth regression tests of β-convergence hypothesis and the results obtained by nonparametric methods.
Marcio Laurini
core  

Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative [PDF]

open access: yes, 2009
This paper is concerned with inference about a function g that is identified by a conditional quantile restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family ...
Horowitz, JL, Lee, S
core  

Mitigating policy uncertainty: What financial markets reveal about firm‐level lobbying

open access: yesAmerican Journal of Political Science, EarlyView.
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

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