Results 211 to 220 of about 363,287 (369)
A case study on using quantile regression in psychiatry research. [PDF]
Shankar RG +3 more
europepmc +1 more source
On the approximation of perturbed quantile processes by classical quantile processes
H.J.A. Degenhardt
openalex +1 more source
Reliability Optimization Design of Mechanical Parts Based on Quantile Theory
Luyang Tian, Qilong Chu, Jufang Jia
openalex +1 more source
T‐calibration in semi‐parametric models
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley +1 more source
Antibiotic risk score for acute graft-versus-host disease. [PDF]
Rashidi A, Gao F.
europepmc +1 more source
Asymptotic independence in more than two dimensions and its implications on risk management
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
Computationally efficient whole-genome quantile regression at biobank scale. [PDF]
Wang F +7 more
europepmc +1 more source
Multitask Quantile Regression Under the Transnormal Model
Jianqing Fan, Lingzhou Xue, Hui Zou
openalex +2 more sources
Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
wiley +1 more source

