How Interdependent are Energy and Carbon Markets? Evidence from a Quantile-on-Quantile Regression Approachdoi:10.2139/ssrn.3440173Carbon futures priceEnergy futures pricesEU ETSQuantile-on-QuantileCausality-in-quantilesWe premise and model the dynamic interdependence between energy and carbon prices in ...
From a wavelet-based quantile-on-quantile regression perspective 2022, Energy Citation Excerpt : Fourth, since we consider the impacts of temporal lags in the independent variable on the contemporaneous dependent variable, the QQ method ameliorates the endogeneity problem regarding simultaneity, which ...
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 ...
Based on the modal regression estimation (Yao et al., 2012) and spline based estimation method, we provide a novel and robust approach to identify nonzero components as well as linear components in semiparametric additive models by applying a two-fold smoothly clipped absolute deviation (Fan and...
This work introduces a new on-line quantile regression model based on the Reproducing Kernel Hilbert Space (RKHS) framework. Its application to the field of wind power forecasting involves a discussion on the choice of the bias term of the quantile models, and the consideration of the ...
beta分布的概率密度的matlab代码分布数据标量回归分析中的分位数函数 作者贡献清单表 数据 抽象的 多形胶质母细胞瘤(GBM)是最常见和最具侵害性的癌症,始于大脑。 大多数GBM诊断是通过医学成像(例如磁共振成像(MRI))进行的,其中MRI提供了广泛的高分辨率图像对比度,可作为临床决策或GBM研究中肿瘤进展的指标。 通常起...
quantile regressionthermal growth coefficient[EN] In this work, a seasonal quantile regression growth model for the gilthead sea bream (Sparus aurata L) based on an aggregation of the quantile TGC models with exponent 1/3 and 2/3, named the Quantile TGC-Mixed Model, is presented. This model...
Furthermore, we study the Bayesian composite quantile regression with adaptive group Lasso penalty. The distinguishing characteristic of the newly proposed method is completely data adaptive without requiring prior knowledge of the error distribution. Extensive simulations and two real data examples are ...
a第二步,不同于以往研究,对非零医疗消费的城镇居民,我们进一步使用分位数回归(Quantile Regression)定量分析不同因素对医疗消费水平不同的城镇居民,其影响是否存在异质性。 Second step, was different with formerly studies, expends the cities inhabitant to the non-vanishing medical service, we further use th...
Since all results are retrieved from a single, global distribution, inconsistencies, such as decreasing level sets at increasingα-level values, are avoided; and this also allows us to execute semi-parametric univariate quantile regression, in the traditional sense, without the risk of quantile ...