Results 61 to 70 of about 4,368 (154)
Nonparametric Econometrics: The np Package
Journal of Statistical Software, 2008 We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians.
Tristen Hayfield, Jeffrey S. Racine
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Bootstrap-quantile ridge estimator for linear regression with applications.
PLoS ONEBootstrap is a simple, yet powerful method of estimation based on the concept of random sampling with replacement. The ridge regression using a biasing parameter has become a viable alternative to the ordinary least square regression model for the ...
Irum Sajjad Dar, Sohail Chand
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SOME PROPERTIES OF SPATIAL QUANTILES
Acta Universitatis Lodziensis. Folia Oeconomica, 2014 Conditional quantiles are required in various economic, biomedical or industrial problems. Lack of objective basis for ordering multivariate observations is a major problem in extending the notion of quantiles or conditional quantiles (also called ...
Grażyna Trzpiot
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IEEE AccessThis paper firstly puts forward to explore the multi-scale, nonlinear quantile interactions between investor attention and the carbon market from January 2009 to December 2022.
Yaqi Wu +4 more
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Bootstrap Enhanced Penalized Regression for Variable Selection with Neuroimaging Data
Frontiers in Neuroscience, 2016 Recent advances in fMRI research highlight the use of multivariate methods for examining whole-brain connectivity. Complementary data-driven methods are needed for determining the subset of predictors related to individual differences.
Samantha Valerie Abram +5 more
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Statistical ScienceThis paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in climate studies. To tackle such problems, our proposed method exploits the replicated nature of the data and improves on
Deb, Soudeep, Jana, Kaushik
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Nonparametric expectile shortfall regression for functional data
Demonstratio MathematicaThis work addresses the issue of financial risk analysis by introducing a novel expected shortfall (ES) regression model, which employs expectile regression to define the shortfall threshold in financial risk management.
Almanjahie Ibrahim M. +4 more
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Regression for partially observed variables and nonparametric quantiles of conditional probabilities
, 2007 Submitted to the Statistics Surveys (http://www.i-journals.org/ss/) by the Institute of Mathematical Statistics (http://www.imstat.org)
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Innovation and Green DevelopmentAs environmental threats intensify, policies that reduce carbon (CO2) emissions become essential for attaining a sustainable environment. This study examines the asymmetric effect of household and commercial energy efficiency on energy-related carbon ...
Ojonugwa Usman +3 more
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