Results 161 to 170 of about 3,032,172 (354)
Quantile Uncorrelation and Instrumental Regression [PDF]
We introduce a notion of median uncorrelation that is a natural extension of mean(linear) uncorrelation. A scalar random variable Y is median uncorrelated with a kdimensionalrandom vector X if and only if the slope from an LAD regression of Yon X is zero.
Elie Tamer +2 more
core
Tensor Response Quantile Regression with Neuroimaging Data [PDF]
, 2022 Bo Wei +4 more
openalex +1 more source
Subuniformity of harmonic mean p$$ p $$‐values
Canadian Journal of Statistics, EarlyView.Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen +3 more
wiley +1 more source
On the unit Burr-XII distribution with the quantile regression modeling and applications
Computational and Applied Mathematics, 2021 M. C. Korkmaz, C. Chesneau
semanticscholar +1 more source
Canadian Journal of Statistics, EarlyView.Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
InterRegional Wage Differentials in Portugal: An Analysis Across the Wage Distribution [PDF]
TTypically, studies on regional wage differentials are based on OLS estimates and use Blinder (1973) and Oaxaca (1973) decomposition. Quantile regression is an alternative approach which allows for studying these differences across the whole wage ...
Aurora Galego, João Pereira
core
T‐calibration in semi‐parametric models
Canadian Journal of Statistics, EarlyView.Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the impact of board composition (BC) on sustainability reporting (SR) in financial firms listed on the Dhaka Stock Exchange (DSE), with a focus on the moderating role of non‐performing loans (NPLs). Using 421 firm‐year observations from 49 firms (2016–2024) and an ordinary least squares (OLS) regression model, the results ...
Sumon Kumar Das, Prome Akter
wiley +1 more source
ESG Rating Disagreement and the Size of the Investable Universe Under ESG Consensus Rules
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Using ESG scores of listed US companies from Refinitiv, ESG Book, MSCI, Moody's ESG, Bloomberg, and Sustainalytics for the period 2003–2022, we examine the extent of ESG rating disagreement and how it shapes the investable universe under ESG consensus rules.
Christian Lohmann +2 more
wiley +1 more source