Results 111 to 120 of about 3,032,172 (354)
Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity [PDF]
This paper considers quantile regression for a wide class of time series models including ARMA models with asymmetric GARCH (AGARCH) errors. The classical mean-variance models are reinterpreted as conditional location-scale models so that the quantile ...
Lee, Sangyeol, Noh, Jungsik
core
Abstract Outsourcing pest and disease control (PDC) has grown rapidly worldwide, especially in developing countries. Although numerous studies have investigated various advantages of outsourcing PDC, little is known about its impact on pesticide expenditure.
Pengcheng Wang +2 more
wiley +1 more source
Group Lasso for high dimensional sparse quantile regression models [PDF]
This paper studies the statistical properties of the group Lasso estimator for high dimensional sparse quantile regression models where the number of explanatory variables (or the number of groups of explanatory variables) is possibly much larger than ...
Kato, Kengo
core
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
Interpretation and Semiparametric Efficiency in Quantile Regression under Misspecification
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
doaj +1 more source
Developments of Efficient Trigonometric Quantile Regression Models for Bounded Response Data [PDF]
Suleman Nasiru, Christophe Chesneau
openalex +1 more source
Assessing the Impact of Promotions on Consumer Purchasing Behavior During Crises
ABSTRACT Understanding how households modify their food expenditure decisions during times of crisis is essential because consumer purchasing behavior frequently changes during these times. This study looks at these behavioral shifts during the COVID‐19 pandemic, concentrating on how price sensitivity and response to sales promotions changed over the ...
Wafa Mehaba, José María Gil
wiley +1 more source
Corrigendum: Modified quantile regression for modeling the low birth weight
Ferra Yanuar +2 more
doaj +1 more source
REGRESI KUANTIL MEDIAN UNTUK MENGATASI HETEROSKEDASTISITAS PADA ANALISIS REGRESI
In regression analysis, the method used to estimate the parameters is Ordinary Least Squares (OLS). The principle of OLS is to minimize the sum of squares error. If any of the assumptions were not met, the results of the OLS estimates are no longer best,
IDA AYU PRASETYA UTHAMI +2 more
doaj +1 more source
Quantitative phase maps of single cells recorded in flow cytometry modality feed a hierarchical architecture of machine learning models for the label‐free identification of subtypes of ovarian cancer. The employment of a priori clinical information improves the classification performance, thus emulating the clinical application of liquid biopsy during ...
Daniele Pirone +11 more
wiley +1 more source

