Results 231 to 240 of about 3,477,506 (374)

Bayesian Composite Quantile Regression with Additive Regression Trees: A Robust Nonparametric Framework for Conditional Distribution Estimation [PDF]

Samiksha Chakule, Snehal Shinde, Jagdish Chakole   +2 more
openalex   +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

Factors influencing childbearing intention among married childless female nurses in Korea: a cross-sectional study using quantile regression. [PDF]

Womens Health Nurs
Jung Y, Kim M.
europepmc   +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

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

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

Performance of quantile regression methods with discrete outcomes: A simulation study with applications to environmental epidemiology. [PDF]

Environ Epidemiol
Alampi JD, Lanphear BP, McCandless LC.
europepmc   +1 more source

Asymmetric Linkages between Financial Technology and Crypto Financial Services: Evidence from Frequency-Dependent Quantile Regressions

Thomas Adjei Kuffour, Seth Acquah Boateng, Peterson Owusu   +2 more
openalex   +1 more source

Baysian Quantile Regression [PDF]

Sung Jae Jun, Tony Lancaster
core  

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