Findings from the Quantile-on-Quantile Regression Method, Quantile Regression Method, and Ordinary Least Squares Method indicate a positive relationship between the slope of the Yield Curve and economic growth, in line with the literature. The findings obtained through the Quantile-o...
Based on the unknown value of βθ(∙), the equation was expanded using the first-order Taylor expansion method around the quantile of COVIDτ. $${\beta}^{\theta}\left({COV}_t\right)\approx {\beta}^{\theta}\left({COV}^{\tau}\right)+{\beta}^{\theta^{\prime }}\left(\ {...
The QQ method, unlike the conventional method (Mo et al., 2019), allows the tracing of the dynamic dependence structure under normal (intermediate quantiles), bullish (upper quantiles), or bearish (lower quantiles) conditions. In addition, the CQ approach can be used to determine a causal ...
This method corresponds to the definition of financial contagion that is viewed as a rise in the cross-country co-movement of asset prices which cannot be explained by fundamentals. Under this definition, several correlation regression methods have been developed, such as conditional correlation analysi...
Extensive simulations and two real data examples are used to examine the good performance of the proposed method. All results confirm that our novel method has both robustness and high efficiency and often outperforms other approaches. 2016, Institute of Applied Mathematics, Academy of Mathematics ...
A time-specific log-linear regression method on quantile residual lifetime is proposed. Under the proposed regression model, any quantile of a time-to-event distribution among survivors beyond a certain time point is associated with selected covariates under right censoring. Consistency and asymptotic ...
The moderating role of renewable and non-renewable energy in environment-income nexus for ASEAN countries: Evidence from method of moments quantile regression. Renew. Energ. 164, 956–967. doi: 10.1016/j.renene.2020.09.128 [14] Anwar, A., Sinha, A., Sharif, A., Siddique, M., Irshad,...
NAGATSUKA H, Balakrishnan N. An efficient method of parameter and quantile estimation for the three-parameter weibull distribution based on statistics invariant to unknown location parameter[J]. Journal of Statistical Computation & Simulation, 2015, 142(7): 1-19....
(x + a): 3.3655#> - Yeo-Johnson: 5.7997#> Estimation method: Out-of-sample via leave-one-out CV#>#> Based off these, bestNormalize chose:#> Standardized Box Cox Transformation with 1000 nonmissing obs.:#> Estimated statistics:#> - lambda = 0.2739638#> - mean (before standardization)...
Z.-M. Zhang, Y.-Z. Liang, Comments on the baseline removal method based on quantile regression and comparison of several methods. Chromatographia 75 , 313–314 (2012)Z.-M. Zhang, Y.-Z. Liang, Comments on the baseline removal method based on quantile regression and comparison of several ...