Results 111 to 120 of about 7,257 (284)

Nonparametric expectile shortfall regression for functional data

Demonstratio Mathematica
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., Abood Hanan, Bouzebda Salim, Alshahrani Fatimah, Laksaci Ali   +4 more
doaj   +1 more source

Testing Equality of Nonparametric Quantile Regression Functions

International Journal of Statistics and Probability, 2014
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, Colin Gallagher, Karunaratne Kulasekera   +2 more
openaire   +2 more sources

Asymptotic standard errors for reliability coefficients in item response theory

British Journal of Mathematical and Statistical Psychology, EarlyView.
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

Using Quantile Regression for Duration Analysis [PDF]

Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the ...
Wilke, Ralf A., Fitzenberger, Bernd
core  

Penalized single-index quantile regression [PDF]

, 2013
This article is made available through the Brunel Open Access Publishing Fund. Copyright for this article is retained by the author(s), with first publication rights granted to the journal.
Yu, K
core   +1 more source

The asymmetric effect of household and commercial energy efficiency on U.S. energy-related CO2 emissions

Innovation and Green Development
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, Paul Terhemba Iorember, Oktay Ozkan, Andrew Adewale Alola   +3 more
doaj   +1 more source

Bootstrap Enhanced Penalized Regression for Variable Selection with Neuroimaging Data

Frontiers in Neuroscience, 2016
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, Nathaniel Helwig, Craig Moodie, Colin G DeYoung, Angus W MacDonald III, Niels Waller   +5 more
doaj   +1 more source

Survival Analysis of Fatigue Lifetime in Aged Elastomers Using Weibull and Cox Regression Models

Fatigue &Fracture of Engineering Materials &Structures, EarlyView.
ABSTRACT Fatigue tests conducted on elastomers inherently exhibit significant variability. Aging may induce stiffening and embrittlement, leading to premature failures outside the specimen gauge length and resulting in right‐censored data. Combined with the limited number of specimens, this leads to large uncertainties in fatigue lifetime estimation ...
M. Caillat, H. Madeira, P.‐Y. Le Gac, M. Le Gall, E. Verron   +4 more
wiley   +1 more source

Partial Linear Quantile Regression and Bootstrap Confidence Bands [PDF]

In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals ...
Wolfgang Karl Härdle, Ya’acov Ritov, Song Song   +2 more
core  

Structured additive quantile regression with applications to modelling undernutrition and obesity of children [PDF]

, 2012
Quantile regression allows to model the complete conditional distribution of a response variable - expressed by its quantiles - depending on covariates, and thereby extends classical regression models which mainly address the conditional mean of a ...
Fenske, Nora
core