QUANTILE Regression: Theory & Applications (Book)DAVINO, CristinaFURNO, MarilenaVISTOCCO, DomenicoQUANTILE regressionNONFICTIONNo abstract is available for this article.doi:10.1111/insr.12068_10Gijs DekkersFederal Planning BureauJohn Wiley & Sons, Ltd.International Statistical Review...
A guide to the implementation and interpretation of Quantile Regression models. This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods. The main focus of this book is to provide the reade...
This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods. The main focus of this book is to provide the reader with a comprehensive description of the main issues concerning quantile regress...
[Wiley Series in Probability and Statistics] Quantile Regression (Theory and Applications) || Quantile regression C Davino,M Furno,D Vistocco 被引量: 0发表: 2014年 Simulation and comparison of Theil Sen Re-gression, Theil Sen Siegel Regression, and Quantile Regression with outliers Researchers in...
S. CADE (2000): "Paradigm Shift in Theory and Methods: Regression Quantile Analysis Enables New Insights for Ecology," in Proceedings of the 4th International Conference on Integrating Geographic Information Systems and Environmental Modeling: Problems, Prospects, and Needs for Research, ed...
In: Functional Statistics and Applications, pp. 59–77 (2015) Goegebeur, Y., Guillou, A., Osmann, M.: A local moment type estimator for an extreme quantile in regression with random covariates. Commun. Stat. Theory Methods. 46, 319–343 (2017) MathSciNet MATH Google Scholar Hastie, ...
To bypass these issues for modern applications with complex data, tree-based methods are attractive due to their modelling flexibility and robustness in higher dimensions. A first contribution to the use of tree-based models in extreme value theory is the generalized Pareto regression tree Farkas et...
Building upon the theory of Lu and Su (2015), we investigate the large sample properties of CSA and show the asymptotic optimality in the sense of Li (1987). We check the finite sample performance via Monte Carlo simulations and empirical applications....
This strength of quantile regression has also been its liability. Most modern scientific applications of quantile regression involve a synthesis of estimates obtained at several quantile levels. Estimates and P-values are pooled together to build a composite picture of how predictors influence the respo...
Danish (2019) Effects of information and communication technology and real income on CO2emissions: The experience of countries along Belt and Road. Telematics Inform 45.https://doi.org/10.1016/j.tele.2019.101300 Davino C, Furno M, Vistocco D (2013) Quantile Regression: Theory and Applications....