Efficient Estimation of an Additive Quantile Regression Model
In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the ...
Zerom, Dawit +2 more
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BUSINESS GROWTH STRATEGIES OF ILLINOIS FARMS: A QUANTILE REGRESSION APPROACH
This study examines the business strategies employed by Illinois farms to maintain equity growth using quantile regression analysis. Using data from the Farm Business Farm Management system, this study finds that the effect of different business ...
Hennings, Enrique, Katchova, Ani L.
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Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
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The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]
PLoS OneAljughaiman AA +3 more
europepmc +1 more source
Infants and Mobiles: Developing an Understanding of Cause and Effect. [PDF]
Dev SciXu X, Triesch J.
europepmc +1 more source
Association of Blood Levels of Forever Plastics with Lung Cancer Mortality among Ever Smokers in the Prostate, Lung, Colorectal, and Ovarian (PLCO) Cohort Study. [PDF]
Clin Cancer ResIrajizad E +7 more
europepmc +1 more source
Partial Linear Quantile Regression and Bootstrap Confidence Bands [PDF]
In this paper uniform confidence bands are constructed for nonparametric quantile estimates of regression functions. The method is based on the bootstrap, where resampling is done from a suitably estimated empirical density function (edf) for residuals ...
Wolfgang Karl Härdle +2 more
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A Sequential Design for Extreme Quantile Estimation Under Binary Sampling. [PDF]
Entropy (Basel)Broniatowski M, Miranda E.
europepmc +1 more source
SARS-CoV-2 and climate factors: a study between linear regression and quantile regression model using longitudinal count data. [PDF]
BMC Public HealthAkter N, Khan MMH.
europepmc +1 more source
Comparing Australian and US Corporate Default Risk using Quantile Regression [PDF]
The severe bank stresses of the Global Financial Crisis (GFC) have underlined the importance of understanding and measuring extreme credit risk. The Australian economy is widely considered to have fared much better than the US and most other major world ...
Akhmad R. Kramadibrata +3 more
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