In another context, you can try this tool for estimating Value-at-Risk, with quantile equal 0.05 for the 5% VaR value. Keep in mind that you need a large sample for accuracy in this case, as only 5% of the observations will have information relevant to determine the fitted value. Maybe ...
The existing quantile regression methodology works well in the case of a fixed quantile level, or in the case of a quantile that is only moderately high, that is, \(\tau _n \rightarrow 1\) and \(n(1-\tau _n)\rightarrow \infty\) as \(n\rightarrow \infty\), meaning that there...
The meaning is analogous to the previous two plots. The slope of the trend is proportional to the difference (kurtosis-3). When the kurtosis is very different from normal, the plot shows a clear trend. Pairs of data points (first–last, second–second largest, etc.) are used when ...
QuantileRegressor and HistGradientBoostingRegressor both have a quantile parameter. But the meaning is the probability level of the quantile to be estimated/predicted, not the quantile itself. R's quantile function calls this parameter probs for probability. Can we consider to rename it? Possible s...
Study findings also indicate that the log odds of people with heart problems developing a stroke is 0.16, implying that individuals with heart problems are more at risk of developing stroke than those without heart problems in SA. All coefficients are significant, meaning the effect of these ...
Ethnicity was associated with the Physical Well-being and Experience & Meaning domain scores (each P[B]<0.05), with variable direction and magnitude. Education was associated with Mental Well-being and Financial Well-being (each P[B]<0.05). Equations and examples for calculation of the ...
It should also be emphasized that the wordfilteras in rank filter, is used in the general meaning, as a synonym foroperator. This is not consistent with some of the literature in the field of mathematical morphology where the word filter is reserved for an operator that isincreasingandidempote...
(Mulholland et al.1998). In that sense, we expect PM10pollution estimates in the south, where there are sparser data due to fewer monitoring stations, to have larger standard errors; meaning, that these errors may influence the results. As monitoring stations are not equally distributed across...
In particular, we propose to use the centrality in the permit trading network to refine the true environmental results of the participating firms. Specifically, higher centrality in terms of outgoing transactions, meaning a more active role in selling permits to counterparts, can be related to ...
If the qualification status is time-varying, meaning, for instance, that an unqualified individual beforehand becomes qualified when treatment is provided, the DID method may lead to a bias in the estimation of the ATT. Lee and Kim (2014) are the first to identify this issue and show that ...