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Can Food Inflation Be Stabilized By Monetary Policy? A Quantile Regression Approach
Journal of economic impact, 2022 Theoretically, a consistent and well-defined monetary policy can stabilize food inflation. However, empirical findings have reported both positive and negative effects of monetary policy measures on food inflation.
Choudary Ihtasham Ali +5 more
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Does political risk drive environmental degradation in BRICS countries? Evidence from method of moments quantile regression [PDF]
Environmental science and pollution research international, 2022 As a contribution to the political risk–environmental degradation literature, this study examines whether political risk drives environmental degradation in a multivariate framework.
Tomiwa Sunday Adebayo +3 more
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Spatial Quantile Regression [PDF]
Comparative Economic Research, 2012 In a number of applications, a crucial problem consists in describing and analyzing the influence of a vector Xi of covariates on some real-valued response variable Yi.
Grażyna Trzpiot
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Nonparametric C- and D-vine-based quantile regression
Dependence Modeling, 2022 Quantile regression is a field with steadily growing importance in statistical modeling. It is a complementary method to linear regression, since computing a range of conditional quantile functions provides more accurate modeling of the stochastic ...
Tepegjozova Marija +3 more
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Distributional Reinforcement Learning with Quantile Regression [PDF]
AAAI Conference on Artificial Intelligence, 2017 In reinforcement learning an agent interacts with the environment by taking actions and observing the next state and reward. When sampled probabilistically, these state transitions, rewards, and actions can all induce randomness in the observed long-term
Bellemare, Marc G. +3 more
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Censored Quantile Regression Redux [PDF]
Journal of Statistical Software, 2008 Quantile regression for censored survival (duration) data offers a more flexible alternative to the Cox proportional hazard model for some applications. We describe three estimation methods for such applications that have been recently incorporated into ...
Roger Koenker
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Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression
Risks, 2017 Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors
Matthias Fischer +3 more
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Scalable Membership Inference Attacks via Quantile Regression [PDF]
Neural Information Processing Systems, 2023 Membership inference attacks are designed to determine, using black box access to trained models, whether a particular example was used in training or not. Membership inference can be formalized as a hypothesis testing problem.
Martín Bertrán +5 more
semanticscholar +1 more source
Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure [PDF]
Journal of business & economic statistics, 2023 This article considers estimating functional-coefficient models in panel quantile regression with individual effects, allowing the cross-sectional and temporal dependence for large panel observations.
Xiao-rong Yang +3 more
semanticscholar +1 more source
Function-on-function linear quantile regression
Mathematical Modelling and Analysis, 2022 In this study, we propose a function-on-function linear quantile regression model that allows for more than one functional predictor to establish a more flexible and robust approach. The proposed model is first transformed into a finitedimensional space
Ufuk Beyaztas, Han Lin Shang
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