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.
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Nonparametric circular quantile regression [PDF]
Journal of Statistical Planning and Inference, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Di Marzio, Marco +2 more
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Additive quantile mixed effects modelling with application to longitudinal CD4 count data
Scientific Reports, 2021 Quantile regression offers an invaluable tool to discern effects that would be missed by other conventional regression models, which are solely based on modeling conditional mean.
Ashenafi A. Yirga +3 more
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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
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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
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Islamic securities (ṣukūk) and economic growth: New empirical investigation from Southeast Asia using non-parametric analysis of MCMC panel quantile regression [PDF]
Islamic Economic Studies, 2022 Purpose – This paper aims to investigate empirically whether Islamic securities enhance economic growth in the Southeast Asian region based on the endogenous growth theory using the non-parametric analysis.
Mohammed Ayoub Ledhem +1 more
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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.
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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
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Journal of Multivariate Analysis, 2019 We study the asymptotic properties of nonparametric Bayesian structural equation models (SEMs). Under mild conditions, when adjusting nonparametric error distributions, the posteriors of Bayesian SEMs achieve the optimal convergence rate up to log n ...
Gwangsun Kim, Taeryon Choi
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Nonparametric Estimation using Regression Quantiles in a Regression Model [PDF]
Korean Journal of Applied Statistics, 2012 One proposal is made to construct a nonparametric estimator of slope parameters in a regression model under symmetric error distributions. This estimator is based on the use of the idea of minimizing approximate variance of a proposed estimator using regression quantiles. This nonparametric estimator and some other L-estimators are studied and compared
Sang-Moon Han, Byoung-Cheol Jung
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