|涂云东:regime-specific return predictability in quantiles 光华ba 北大光华商业分析 2023-11-22 17:34 发表于 北京 pkugsm business analytics 学术沙龙是光华ba重点打造的系列讲座,邀请学界大咖,持续汇聚并分享学术思想力与创新思维. 01 ...
Estimating Structural Changes in Regression Quantiles 来自 SSRN 喜欢 0 阅读量: 32 作者:T Oka,Z Qu 摘要: This paper considers the estimation of multiple structural changes occurring at unknown dates in one or multiple conditional quantile functions. The analysis co关键词: structural change quantile ...
A new method (SP/CI) for obtaining approximate confidence intervals for the location, scale, and quantiles based on sample data parameters is presented. Th... Viveros, R - 《IEEE Transactions on Reliability》 被引量: 5发表: 1993年 Landsat image interpretation QUANTILESSADDLEPOINT METHODSTwo inter...
N Gribkova,R Helmers - CiteSeer 被引量: 25发表: 2011年 Accurate Confidence Limits for Quantiles under Random Censoring In survival analysis, estimates of median survival times in homogeneous samples are often based on the Kaplan-Meier estimator of the survivor function. Con... RL Strawderman,MI...
A DISTRIBUTION–FREE CONFIDENCE INTERVAL FOR THE DIFFERENCE BETWEEN QUANTILES WITH CENSORED DATA Abstract. In the context of a two–sample problem, a confidence interval for the difference of appropriate quantiles of the two survival distributions is d... S Chakraborti,MM Desu - 《Statistica Neerla...