Results 251 to 260 of about 7,257 (284)

Bayesian Nonparametric Quantile Process Regression

2021
Codes to reproduce QUINN, a novel Bayesian nonparametric quantile process regression.
openaire   +1 more source

Nonparametric Quantile Regression‐Based Classifiers for Bankruptcy Forecasting

Journal of Forecasting, 2013
AbstractAn improved classification device for bankruptcy forecasting is proposed. The proposed approach relies on mainstream classifiers whose inputs are obtained from a so‐called multinorm analysis, instead of traditional indicators such as the ROA ratio and other accounting ratios. A battery of industry norms (computed by using nonparametric quantile
Lorca, Pedro, Landajo, Manuel, de Andrés, Javier   +2 more
openaire   +2 more sources

Nonparametric M -quantile regression using penalised splines

Journal of Nonparametric Statistics, 2009
Quantile regression investigates the conditional quantile functions of a response variable in terms of a set of covariates. M-quantile regression extends this idea by a ‘quantile-like’ generalisation of regression based on influence functions. In this work, we extend it to nonparametric regression, in the sense that the M-quantile regression functions ...
PRATESI, MONICA, M. G. RANALLI, SALVATI, NICOLA   +2 more
openaire   +2 more sources

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

Nonparametric Multivariate Conditional Distribution and Quantile Regression

SSRN Electronic Journal, 2008
In nonparametric multivariate regression analysis, one usually seeks methods to reduce the dimensionality of the regression function to bypass the difficulty caused by the curse of dimensionality. We study nonparametric estimation of multivariate conditional distribution and quantile regression via local univariate quadratic estimation of partial ...
Keming Yu, Xiaochen (Michael) Sun, Gautam Mitra   +2 more
openaire   +1 more source

Imputation in nonparametric quantile regression with complex data

Statistics & Probability Letters, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hu, Yanan, Yang, Yaqi, Wang, Chunyu, Tian, Maozai   +3 more
openaire   +2 more sources

Nonparametric extremal quantile regression

2013
Nonparametric regression quantiles obtained by inverting a kernel estimator of the conditional distribution of the response are long established in statistics [1,3,4]. Attention has been, however, restricted to ordinary quantiles staying away from the tails of the conditional distribution.
Daouia, Abdelaati, Gardes, Laurent, Girard, Stéphane   +2 more
openaire   +1 more source

Non‐parametric Quantile Regression with Censored Data

Scandinavian Journal of Statistics, 2005
Abstract.  Censored regression models have received a great deal of attention in both the theoretical and applied statistics literature. Here, we consider a model in which the response variable is censored but not the covariates. We propose a new estimator of the conditional quantiles based on the local linear method, and give an algorithm for its ...
Saracco, Jérôme, Yuan, A., Bonney, G.E., Gannoun, Abdelmouhcine   +3 more
openaire   +2 more sources

Comparing Nonparametric Regression Quantiles [PDF]

, 2004
This paper investigates how conditional quantiles of a given distribution relate to each other. Given two conditional quantiles estimated nonparametrically, we investigate their relation by linking them through a parametric transformation. Asymptotic normality of the associated parameter vector is established, and the method is illustrated with data ...
openaire  

Quantile regression model for interval-censored data with competing risks

Journal of Applied Statistics
Our interest is to provide the methodology for estimating quantile regression model for interval-censored competing risk data. Lee and Kim [Analysis of interval censored competing risk data via nonparametric multiple imputation. Stat. Biopharm. Res.
Amirah Afiqah binti Che Ramli, Yang-Jin Kim   +1 more
semanticscholar   +1 more source