Results 21 to 30 of about 315,996 (341)
Asymptotics for penalized spline estimators in quantile regression [PDF]
, 2012 Quantile regression predicts the $\tau$-quantile of the conditional distribution of a response variable given the explanatory variable for $\tau\in(0,1)$.
Yoshida, Takuma
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A New Family of Expectiles and its Properties
Кібернетика та комп'ютерні технології, 2020 Introduction. This paper considers a risk measure called expectile. Expectile is a characteristic of a random variable calculated using the asymmetric least square method. The level of asymmetry is defined by a parameter in the interval (0, 1). Expectile
Viktor Kuzmenko
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Out-of-sample equity premium prediction: A complete subset quantile regression approach [PDF]
, 2013 This paper extends the complete subset linear regression framework to a quantile regression setting. We employ complete subset combinations of quantile forecasts in order to construct robust and accurate equity premium predictions.
Meligkotsidou, Loukia +3 more
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Inference for Extremal Conditional Quantile Models, with an Application to Market and Birthweight Risks [PDF]
, 2009 Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile regression applied to
Chernozhukov, Victor +1 more
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CES Transactions on Electrical Machines and Systems, 2020 This work is about analyzing surface mounted permanent magnet machines regarding their sensitiveness related to erroneous magnet positioning. A finite element analysis based approach is presented and different topologies in terms of slot and pole count ...
Gerd Bramerdorfer +2 more
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Assessing Quantile Prediction with Censored Quantile Regression Models [PDF]
Biometrics, 2016 Summary An important goal of censored quantile regression is to provide reliable predictions of survival quantiles, which are often reported in practice to offer robust and comprehensive biomedical summaries. However, formal methods for evaluating and comparing working quantile regression models in terms of their performance in ...
Li, Ruosha, Peng, Limin
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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 +2 more
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Data-Centric EngineeringMachine learning’s integration into reliability analysis holds substantial potential to ensure infrastructure safety. Despite the merits of flexible tree structure and formulable expression, random forest (RF) and evolutionary polynomial regression (EPR)
Geng-Fu He, Pin Zhang, Zhen-Yu Yin
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Quantiles in Abstract Convex Structures
Axioms, 2018 In this short paper, we aim at a qualitative framework for modeling multivariate decision problems where each alternative is characterized by a set of properties.
Marta Cardin
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Unveiling the Dynamics of Financial Institutions and Markets in Shaping Economic Prosperity in MENA
International Journal of Financial Studies, 2023 This research explored the relationship between financial development and economic growth in the MENA region from 1996 to 2022. Using panel data, it assessed whether financial institutions and financial markets had differing impacts on economic growth ...
Ali Shaddady
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