Results 11 to 20 of about 204,570 (278)
The generalized sigmoidal quantile function. [PDF]
Commun Stat Simul Comput, 2022 In this note we introduce a new smooth nonparametric quantile function estimator based on a newly defined generalized expectile function and termed the sigmoidal quantile function estimator. We also introduce a hybrid quantile function estimator, which combines the optimal properties of the classic kernel quantile function estimator with our new ...
Hutson AD.
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Function-on-Function Partial Quantile Regression [PDF]
Journal of Agricultural, Biological and Environmental Statistics, 2021 30 pages, 5 figures, to appear at the Journal of Agricultural, Biological and Environmental ...
Ufuk Beyaztas, Han Lin Shang, Aylin Alin
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Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
Statistica Sinica, 2023 Quantile regression as an alternative to modeling the conditional mean function provides a comprehensive picture of the relationship between a response and covariates. It is particularly attractive in applications focused on the upper or lower conditional quantiles of the response. However, conventional quantile regression estimators are often unstable
Zhu, Hanbing +3 more
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Dynamic Quantile Function Models [PDF]
SSRN Electronic Journal, 2017 Motivated by the need for effectively summarising, modelling, and forecasting the distributional characteristics of intra-daily returns, as well as the recent work on forecasting histogram-valued time-series in the area of symbolic data analysis, we develop a time-series model for forecasting quantile-function-valued (QF-valued) daily summaries for ...
Wilson Ye Chen +3 more
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Inference in functional linear quantile regression
Journal of Multivariate Analysis, 2022 In this paper, we study statistical inference in functional quantile regression for scalar response and a functional covariate. Specifically, we consider a functional linear quantile regression model where the effect of the covariate on the quantile of the response is modeled through the inner product between the functional covariate and an unknown ...
Meng Li +3 more
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Transformed Log-Burr III Distribution: Structural Features and Application to Milk Production
Engineering Proceedings, 2023 The Burr III distribution is extended in this work as a substitute for the numerous Burr III distributions. A new distribution is developed by applying the log transformation technique to define the transformed log-Burr III distribution.
Aliyu Ismail Ishaq +4 more
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The Nakagami–Weibull distribution in modeling real-life data
Cumhuriyet Science Journal, 2021 In this article, a four-parameter Nakagami Weibull distributions (NW) is proposed. We study a few statistical properties such as quantile function, moments, moment generating function, entropy, and order statistics have been derived.
İbrahim Abdullahi
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Quantile correlations and quantile autoregressive modeling [PDF]
, 2012 In this paper, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation ...
Li, Guodong, Li, Yang, Tsai, Chih-Ling
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Robust scalar-on-function partial quantile regression [PDF]
Journal of Applied Statistics, 2023 Compared with the conditional mean regression-based scalar-on-function regression model, the scalar-on-function quantile regression is robust to outliers in the response variable. However, it is susceptible to outliers in the functional predictor (called leverage points).
Ufuk Beyaztas, Mujgan Tez, Han Lin Shang
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Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification
Econometrics, 2015 Allowing for misspecification in the linear conditional quantile function, this paper provides a new interpretation and the semiparametric efficiency bound for the quantile regression parameter β (
Ying-Ying Lee
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