Search Results - "Quantile regression"

eBook

Quantile Regression: Theory and Applications

by Davino, Cristina Furno, Marilena Vistocco, Domenico
2013

“...A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression,...”

eBook

Applications of Quantile Regression of Experimental and Cross Section Data Using EViews

by Agung, I. Gusti Ngurah
18.06.2021

“...Quantile regression aims at estimating either the conditional median or other quantiles of the response variable. Essentially, quantile regression is the...”

Journal Article

Decomposing the factors influencing household debt: the case of China

by Tseng, Yung-Ching Hsiao, I-Fan Published in Applied economics (//)

“...This study discusses the issue of household debt in China based on the data of China household finance survey completed in 2015. The quantile regression model...”

Journal Article

Penalized high‐dimensional M‐quantile regression: From L1 to Lp optimization

by Hu, Jie Chen, Yu Zhang, Weiping Guo, Xiao Published in Canadian journal of statistics (01.09.2021)

“...Quantiles and expectiles have been receiving much attention in many areas such as economics, ecology, and finance. By means of Lp optimization, both quantiles...”

Journal Article

Heterogeneous impacts of renewable energy and environmental patents on CO 2 emission - Evidence from the BRIICS

by Cheng, Cheng Ren, Xiaohang Wang, Zhen Yan, Cheng Published in The Science of the total environment (10.06.2019)

“...The study explores the impacts of renewable energy, environmental patents, economic growth and other variables on the CO emission per capita from 2000 to 2013...”

Journal Article

Unconditional Quantile Regressions
Manuscript received November, 2006; final revision received December, 2008.

by Firpo, Sergio Fortin, Nicole M Lemieux, Thomas Published in Econometrica (01.05.2009)

“...We propose a new regression method to evaluate the impact of changes in the distribution of the explanatory variables on quantiles of the unconditional...”

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Journal Article

GMM quantile regression

by Firpo, Sergio Galvao, Antonio F Pinto, Cristine Poirier, Alexandre Sanroman, Graciela Published in Journal of econometrics (01.06.2021)

“...This paper develops generalized method of moments (GMM) estimation and inference procedures for quantile regression models. We propose a GMM estimator for...”

Journal Article

Finite sample inference for quantile regression models

by Chernozhukov, Victor Hansen, Christian Jansson, Michael Published in Journal of econometrics (2009)

“...Under minimal assumptions, finite sample confidence bands for quantile regression models can be constructed. These confidence bands are based on the...”

Journal Article

Penalized weighted composite quantile estimators with missing covariates

by Yang, Hu Liu, Huilan Published in Statistical papers (Berlin, Germany) (04.11.2014)

“...In this paper, we propose the penalized weighted composite quantile regression estimation for linear model when the covariates are missing at random. Under...”

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Journal Article

A simple approach to quantile regression for panel data
First version received: May 2010; final version accepted: April 2011

by Canay, Ivan A Published in The econometrics journal (01.10.2011)

“...This paper provides a set of sufficient conditions that point identify a quantile regression model with fixed effects. It also proposes a simple transformation...”

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Journal Article

Quantile Graphical Models: Bayesian Approaches

by Guha, Nilabja Baladandayuthapani, Veera Mallick, Bani K Published in Journal of machine learning research (01.01.2020)

“...Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression...”

Journal Article

Informal care and savings

by Sakata, Kei McKenzie, Colin Kajitani, Shinya Published in Applied economics (//)

“...Using panel data from the Household, Income and Labour Dynamics in Australia (HILDA) Survey, this paper examines to what extent informal care provided by...”

Journal Article

Finite mixtures of quantile and M-quantile regression models

by Alfò, Marco Salvati, Nicola Ranallli, M. Giovanna Published in Statistics and computing (22.02.2016)

“...In this paper we define a finite mixture of quantile and M-quantile regression models for heterogeneous and /or for dependent/clustered data. Components of the...”

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Journal Article

Local composite quantile regression smoothing for Harris recurrent Markov processes

by Li, Degui Li, Runze Published in Journal of econometrics (01.09.2016)

“...In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris...”

Journal Article

Composite quantile regression neural network with applications

by Xu, Qifa Deng, Kai Jiang, Cuixia Sun, Fang Huang, Xue Published in Expert systems with applications (15.06.2017)

“...•We propose a novel composite quantile regression neural network model.•The model bridges the gap between composite quantile regression and ANNs.•It is...”

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