Results 21 to 30 of about 30,733 (250)
Heliyon, 2023 In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets.
Ahmed Bossman, Mariya Gubareva
doaj +1 more source
Quantile-dependent expressivity of plasma adiponectin concentrations may explain its sex-specific heritability, gene-environment interactions, and genotype-specific response to postprandial lipemia [PDF]
PeerJ, 2020 Background “Quantile-dependent expressivity” occurs when the effect size of a genetic variant depends upon whether the phenotype (e.g. adiponectin) is high or low relative to its distribution.
Paul T. Williams
doaj +2 more sources
Regression quantiles in nonparametric regression [PDF]
Journal of Nonparametric Statistics, 1994 In a nonparametric setup involving stochastic regressors, regression quantiles relate to the so called conditional quantile functions. Various asymptotic properties of such conditional quantile processes are studied with due emphasis on the underlying design aspects.
openaire +1 more source
SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION [PDF]
Econometric Theory, 2020 There are many environments in econometrics which require nonseparable modeling of a structural disturbance. In a nonseparable model with endogenous regressors, key conditions are validity of instrumental variables and monotonicity of the model in a scalar unobservable variable.
openaire +4 more sources
Nonparametric depth and quantile regression for functional data [PDF]
Bernoulli, 2019 We investigate nonparametric regression methods based on spatial depth and quantiles when the response and the covariate are both functions. As in classical quantile regression for finite dimensional data, regression techniques developed here provide insight into the influence of the functional covariate on different parts, like the center as well as ...
Chowdhury, Joydeep, Chaudhuri, Probal
openaire +4 more sources
Quantile-Dependent Expressivity of Serum Uric Acid Concentrations
International Journal of Genomics, 2021 Objective. “Quantile-dependent expressivity” occurs when the effect size of a genetic variant depends upon whether the phenotype (e.g., serum uric acid) is high or low relative to its distribution.
Paul T. Williams
doaj +1 more source
Function-on-function linear quantile regression
Mathematical Modelling and Analysis, 2022 In this study, we propose a function-on-function linear quantile regression model that allows for more than one functional predictor to establish a more flexible and robust approach. The proposed model is first transformed into a finitedimensional space
Ufuk Beyaztas, Han Lin Shang
doaj +1 more source
Bank loans recovery rate in commercial banks:A case study of non-financial corporations [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 The empirical literature on credit risk is mainly based on modelling the probability of default, omitting the modelling of the loss given default. This paper is aimed to predict recovery rates on the rarely applied nonparametric method of Bayesian Model ...
Natalia Nehrebecka
doaj +1 more source
Journal of Statistical Software, 2014 Convex optimization now plays an essential role in many facets of statistics. We briefly survey some recent developments and describe some implementations of these methods in R .
Roger Koenker, Ivan Mizera
doaj +1 more source
Spirometric traits show quantile-dependent heritability, which may contribute to their gene-environment interactions with smoking and pollution [PDF]
PeerJ, 2020 Background “Quantile-dependent expressivity” refers to a genetic effect that is dependent upon whether the phenotype (e.g., spirometric data) is high or low relative to its population distribution. Forced vital capacity (FVC), forced expiratory volume in
Paul T. Williams
doaj +2 more sources