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Local Quantile Regression [PDF]

, 2010
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables.
Härdle, Wolfgang Karl, Spokoiny, Vladimir, Wang, Weining   +2 more
core   +5 more sources

Do Corporate Strategies in Fintech and Green Finance Enhance ESG Performance? The Moderating Role of Government Policies

Business Strategy and the Environment, EarlyView.
ABSTRACT Despite the growing interest in ESG performance, limited research explores the mediating role of government policy in the relationship between Fintech, green finance and ESG outcomes. We address this gap by examining how Fintech and green finance influence ESG performance through government policies.
Mandella Osei‐Assibey Bonsu, Samuel Clottey Attuquaye, Katie Hyslop, Ying Wang, Li Kaodui   +4 more
wiley   +1 more source

Strong Consistency of Incomplete Functional Percentile Regression

Axioms
This paper analyzes the co-fluctuation between a scalar response random variable and a curve regressor using quantile regression. We focus on the situation wherein the output variable is observed with random missing.
Mohammed B. Alamari, Fatimah A. Almulhim, Ouahiba Litimein, Boubaker Mechab   +3 more
doaj   +1 more source

Does institutional quality matter in the financial Development-Economic complexity Nexus? Empirical insights from Africa

Research in Globalization, 2023
Purpose: This study examines the moderating role of institutional quality and its threshold in the African financial development-economic complexity nexus.
Clement Olalekan Olaniyi, Nicholas Mbaya Odhiambo   +1 more
doaj   +1 more source

Rank‐based estimation of propensity score weights via subclassification

Canadian Journal of Statistics, EarlyView.
Abstract Propensity score (PS) weighting estimators are widely used for causal effect estimation and enjoy desirable theoretical properties, such as consistency and potential efficiency under correct model specification. However, their performance can degrade in practice due to sensitivity to PS model misspecification.
Linbo Wang, Yuexia Zhang, Thomas S. Richardson, Xiaohua Zhou   +3 more
wiley   +1 more source

Bayesian analysis for quantile smoothing spline

Statistical Theory and Related Fields, 2021
In Bayesian quantile smoothing spline [Thompson, P., Cai, Y., Moyeed, R., Reeve, D., & Stander, J. (2010). Bayesian nonparametric quantile regression using splines.
Zhongheng Cai, Dongchu Sun
doaj   +1 more source

Rockburst prediction based on data preprocessing and hyperband‐RNN‐DNN

Deep Underground Science and Engineering, EarlyView.
A data preprocessing workflow is proposed to address challenges in rockburst data analysis. Coupled algorithms preprocess the data set, and hyperband optimization is used to enhance RNN performance. Results show that preprocessing improves accuracy, while dense layers enhance model stability and prediction performance.
Yong Fan, Chenxi Yin, Guangdong Yang, Shengyong Ding, Bin Tian   +4 more
wiley   +1 more source

Spending and Hospital Stay for Melanoma in Hunan, China

Frontiers in Public Health, 2022
ObjectiveThis study aimed to describe the economic burden of Chinese patients with melanoma in Hunan province of China, and to investigate the factors for hospitalization spending and length of stay (LOS) in patients undergoing melanoma surgery ...
Xinchen Ke, Xinchen Ke, Xinchen Ke, Xinchen Ke, Wenrui Lin, Wenrui Lin, Wenrui Lin, Wenrui Lin, Daishi Li, Daishi Li, Daishi Li, Daishi Li, Shuang Zhao, Shuang Zhao, Shuang Zhao, Shuang Zhao, Mingliang Chen, Mingliang Chen, Mingliang Chen, Mingliang Chen, Yi Xiao, Yi Xiao, Yi Xiao, Yi Xiao, Xiang Chen, Xiang Chen, Xiang Chen, Xiang Chen, Minxue Shen, Minxue Shen, Minxue Shen, Minxue Shen, Juan Su, Juan Su, Juan Su, Juan Su   +35 more
doaj   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Quantile-specific heritability of sibling leptin concentrations and its implications for gene-environment interactions

Scientific Reports, 2020
“Quantile-dependent expressivity” occurs when the effect size of a genetic variant depends upon whether the phenotype (e.g., leptin) is high or low relative to its distribution.
Paul T. Williams
doaj   +1 more source