Results 231 to 240 of about 30,567 (245)

Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions

Resources Policy, 2022
Using annual data on real gold returns and measures of rare disaster risks over the period of 1280–2016, we show the existence of nonlinearity and regime changes in the relationship between the two variables of concern, over and above the existence of non-normality in the data.
Mehmet Balcilar   +2 more
openaire   +2 more sources

A Monte Carlo comparison of parametric and nonparametric quantile regressions

Applied Economics Letters, 2004
This study compares parametric and nonparametric quantile regression methods using Monte Carlo simulations. Simulation results indicate that the nonparametric quantile regression approach is more appropriate, particularly when the underlying model is nonlinear or the error term follows a non-normal distribution.
Insik Min, Inchul Kim
openaire   +1 more source

Asymptotic properties of nonparametric estimation and quantile regression in Bayesian structural equation models

Journal of Multivariate Analysis, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kim, Gwangsu, Choi, Taeryon
openaire   +1 more source

Linear and Nonparametric Quantile Regression

2012
Quantile regression estimates can be presented in tables alongside linear regression estimates. A possible advantage of this approach to presenting quantile regression results is that it is easy to compare the values of the coefficients and standard errors with OLS estimates and across quantiles. As we have seen, quantile estimates actually contain far
openaire   +1 more source

Correction to “Fast Nonparametric Quantile Regression With Arbitrary Smoothing Methods” published in theJournal of Computational and Graphical Statistics, 20, 510–526

Journal of Computational and Graphical Statistics, 2011
(2011). Correction to “Fast Nonparametric Quantile Regression With Arbitrary Smoothing Methods” published in the Journal of Computational and Graphical Statistics, 20, 510–526. Journal of Computational and Graphical Statistics: Vol. 20, No. 3, pp. 787-788.
Hee-Seok Oh   +2 more
openaire   +1 more source

Regression modeling for nonparametric estimation of distribution and quantile functions

2002
Summary: We propose a local linear estimator of a smooth distribution function. This estimator applies local linear techniques to observations from a regression model in which the value of the empirical distribution function equals the value of the true distribution plus an error term.
Cheng, M.-Y., Peng, L.
openaire   +1 more source

Combining probability and non‐probability samples using semi‐parametric quantile regression and a nonparametric estimator of the participation probability

Scandinavian Journal of Statistics
Abstract Non‐probability samples are prevalent in various fields, such as biomedical studies, educational research, and business investigations, owing to the escalating challenges associated with declining response rates and the cost‐effectiveness and convenience of utilizing such samples.
Emily Berg, Sixia Chen, Cindy Yu
openaire   +1 more source

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