Results 11 to 20 of about 1,350 (213)
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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Multivariate Quantile Function Forecaster
CoRR, 2022 We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are either autoregressive, implicitly capturing the dependency structure across time but exhibiting error accumulation
Kelvin Kan +6 more
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The generalized sigmoidal quantile function [PDF]
Communications in Statistics - Simulation and Computation, 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 ...
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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 0002 +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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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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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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The Cause Specific Hazard Quantile Function
Austrian Journal of Statistics, 2018 In this paper, we discuss modeling and analysis of competing risks data using the quantile function. We introduce and study the cause specific hazard quantile function.
Sankaran Paduthol +2 more
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International Journal of Metrology and Quality Engineering, 2017 Traditionally in the field of pressure metrology uncertainty quantification was performed with the use of the Guide to the Uncertainty in Measurement (GUM); however, with the introduction of the GUM Supplement 1 (GS1) the use of Monte Carlo simulations ...
Ramnath Vishal
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