Results 251 to 260 of about 204,570 (278)

FUNCTIONAL ADDITIVE QUANTILE REGRESSION

Statistica Sinica, 2021
Summary: We investigate a functional additive quantile regression that models the conditional quantile of a scalar response based on the nonparametric effects of a functional predictor. We model the nonparametric effects of the principal component scores as additive components, which are approximated by B-splines.
Zhang, Yingying, Lian, Heng, Li, Guodong, Zhu, Zhongyi   +3 more
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Simultaneous Functional Quantile Regression

Statistica Sinica
Summary: The conventional method for functional quantile regression (FQR) is to fit the regression model for each quantile of interest separately. Therefore, the slope function of the regression, as a bivariate function of time and quantile, is estimated as a univariate function of time for each fixed quantile. However, there are several limitations to
Hu, Boyi, Hu, Xixi, Liu, Hua, You, Jinhong, Cao, Jiguo   +4 more
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Sketched quantile additive functional regression

Neurocomputing, 2021
Abstract The quantile additive functional regression (QAFR) relates the response to the integral of F ( t , X ( t ) ) over t, where F is an unknown function and X ( t ) is the predictor in the form of a curve (function). This model incorporates functional linear quantile regression as a special case and the appearance of ...
Yingying Zhang, Heng Lian
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Functional quantile autoregression

Journal of Econometrics
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dong, Chaohua, Chen, Rong, Xiao, Zhijie, Liu, Weiyi   +3 more
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Quantile Function Models

2013
One of the objectives of quantile-based reliability analysis is to make use of quantile functions as models in lifetime data analysis. Accordingly, in this chapter, we discuss the characteristics of certain quantile functions known in the literature. The models considered are the generalized lambda distribution of Ramberg and Schmeiser, the generalized
N. Unnikrishnan Nair, P. G. Sankaran, N. Balakrishnan   +2 more
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Functional Censored Quantile Regression

Journal of the American Statistical Association, 2019
We propose a functional censored quantile regression model to describe the time-varying relationship between time-to-event outcomes and corresponding functional covariates.
Fei Jiang, Qing Cheng, Guosheng Yin, Haipeng Shen   +3 more
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Quantile based entropy function

Statistics & Probability Letters, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sunoj, S M, Sankaran, P G
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Multivariate Quantile Impulse Response Functions

Journal of Time Series Analysis, 2019
A reduced form multivariate quantile autoregressive model is developed to study heterogeneity in the effects of macroeconomic shocks. This framework is used for forecasting and for constructing quantile impulse response functions that explore dynamic heterogeneity in the response of endogenous variables to different shocks.
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