Results 51 to 60 of about 204,929 (198)
Cauchy: Jurnal Matematika Murni dan Aplikasi, 2021 This study aims to construct the model for the length of hospital stay for patients with COVID-19 using quantile regression and Bayesian quantile approaches.
Ferra Yanuar +4 more
doaj +1 more source
On the use of L-functionals in regression models
Open Mathematics, 2023 In this article, we survey and unify a large class or LL-functionals of the conditional distribution of the response variable in regression models.
Hössjer Ola, Karlsson Måns
doaj +1 more source
A Note on the Quantile Formulation [PDF]
, 2014 Many investment models in discrete or continuous-time settings boil down to maximizing an objective of the quantile function of the decision variable.
Xu, Zuo Quan
core +1 more source
The quantile spectral density and comparison based tests for nonlinear time series [PDF]
, 2012 In this paper we consider tests for nonlinear time series, which are motivated by the notion of serial dependence. The proposed tests are based on comparisons with the quantile spectral density, which can be considered as a quantile version of the usual ...
Lee, Junbum, Rao, Suhasini Subba
core
Decentralization Estimators for Instrumental Variable Quantile Regression Models
, 2019 The instrumental variable quantile regression (IVQR) model (Chernozhukov and Hansen, 2005) is a popular tool for estimating causal quantile effects with endogenous covariates.
Kaido, Hiroaki, Wuthrich, Kaspar
core +2 more sources
Functional Response Quantile Regression Model
Statistica SinicaSummary: We propose a new functional response quantile regression model, and develop a data-driven estimation procedure to estimate the quantile regression processes based on a local linear approximation. Theoretically, we obtain the global uniform Bahadur representation of the estimator with respect to the time/location and the quantile level, and ...
Zhou, Xingcai +5 more
openaire +2 more sources
A Review and Some Complements on Quantile Risk Measures and Their Domain
Risks, 2017 In the present paper, we study quantile risk measures and their domain. Our starting point is that, for a probability measure Q on the open unit interval and a wide class L Q of random variables, we define the quantile risk measure ϱ Q as
Sebastian Fuchs +2 more
doaj +1 more source
Modified Quantile Regression for Modeling the Low Birth Weight
Frontiers in Applied Mathematics and Statistics, 2022 This study aims to identify the best model of low birth weight by applying and comparing several methods based on the quantile regression method's modification.
Ferra Yanuar +2 more
doaj +1 more source
Sequential Quantiles via Hermite Series Density Estimation
, 2017 Sequential quantile estimation refers to incorporating observations into quantile estimates in an incremental fashion thus furnishing an online estimate of one or more quantiles at any given point in time.
Macdonald, Iain +2 more
core +1 more source
Cluster-Robust Bootstrap Inference in Quantile Regression Models [PDF]
, 2015 In this paper I develop a wild bootstrap procedure for cluster-robust inference in linear quantile regression models. I show that the bootstrap leads to asymptotically valid inference on the entire quantile regression process in a setting with a large ...
Hagemann, Andreas
core +4 more sources