Results 131 to 140 of about 54,628 (257)

Effect of iodine nutrition on blood glucose and blood lipid levels in different regions: Based on quantile regression. [PDF]

PLoS One
Chen S, Zhang Y, Liu Z, Wang C, He Y, Liu P, Zhang W, Meng F, Liu L, Sun D, Fan L.   +10 more
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Determinants of childhood anaemia in Nigeria: a public health perspective using quantile regression analysis. [PDF]

BMC Public Health
Mhelembe T, Ramroop S, Habyarimana F.
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Nonparametric quantile regression captures regional variability and scaling deviations in Atlantic surfclam length-weight relationships. [PDF]

Sci Rep
Bidegain G, Sestelo M, Luque PL, Powell EN, Irirarte A, Uriarte I, Munroe D.   +6 more
europepmc   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Exploring the heterogeneity in recurrent episode lengths based on quantile regression. [PDF]

Biometrics
Liu Y, Umpierrez GE, Peng L.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Integrating quantile regression with ARIMA and ANN for interpretable and accurate PM2.5 forecasting in Hat Yai, Thailand. [PDF]

Sci Rep
Chumnaul J, Damkliang K.
europepmc   +1 more source