quantile-quantile adjustmentregional climate modelstemperaturesProjections of climate change impacts over Europe are derived using a new quantile-quantile adjustment method. E-OBS high-resolution gridded data sets of daily observed precipitation and 2-m surface minimum and maximum temperatures have been ...
A quantile-quantile approach for the adjustment of RCM outputs to local scales: application to Platja de Palma, Spain 来自 uib.cat 喜欢 0 阅读量: 48 作者:V Homar,A Amengual,R Romero,S Alonso,C Ramis 摘要: In the framework of the Consortium of Platja de Palma -an agreement signed by...
The precipitation adjustment is expressed in terms of CDF (Teutschbein and Seibert, 2012; Fang et al., 2014). (13.5)Pcor,m,d=ecdfobs,m−1ecdfraw,mPraw,m,d where Pcor,m,d is corrected precipitation on dth day of mth month, ecdf is empirical CDF, and Praw,m,d is the raw ...
Theqqplotrpackage extends someggplot2functionalities by permitting the drawing of both quantile-quantile (Q-Q) and probability-probability (P-P) points, lines, and confidence bands. The functions of this package also allow a detrend adjustment of the plots, proposed by Thode (2002) to help red...
Quantile treatment effects (QTEs) characterize different causal effects of treatment on outcome distribution. Propensity score (PS) methods are commonly employed for estimating QTEs in non-randomized studies. Previous studies have shown that insufficient and unnecessary adjustment for covariates in PS models...
Furthermore, large positive shocks tend to induce strong mean reversion and the adjustment towards the long-run equilibrium level is faster as rids gets larger, with shorter half-lives in the extreme quantile levels.doi:10.1080/13504851.2015.1114569...
bootstrap variance estimates. For multiplier/weighted bootstrap implementation withboot_ci, the default weight distribution isExponential. Other choices areRademacher,Multinomial(Efron's nonparametric bootstrap),Gaussian,UniformandFolded-normal. The latter two require a variance adjustment; see Remark 4.7 ...
In this study, we aim to contribute to the existing literature on dividend policy by incorporating location (quantile) asymmetries in the long-run target payout ratios and the dynamic dividend adjustment at the aggregate level. In order to construct a simple but flexible model for the dividend ...
(STV) measure to capture the salience of past returns distributions with weights adjustment. They empirically examine the predictive power of the salience-based asset pricing model of Bordalo et al. (2013a) with the key premise of making choices in context. Their study shows that a negative ...
These two numbers then indicate the ratio of the standard deviations and the defference in the means after the Set 2 scale adjustment. In Fig. 7 the lines are nearly parallel so a reasonable guess is that the distribution differ in mean by about.5. QQplots avoid the visually deceptive ...