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1“...A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression,...”
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3“...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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4by Yang, Hu Yang, Hu Liu, Huilan Liu, Huilan Published in Statistical papers (Berlin, Germany) (01.03.2016)“...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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5by Taguem, Eric Martial Mennicken, Luisa Romain, Anne-Claude Published in Sensors and actuators. B, Chemical (01.05.2021)“...[Display omitted] •The use of interactions (a multiplicative combination of sensor signals) improves the MOS sensor array selectivity.•Quantile regression...”
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6by 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...”
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7“...The aim of this study is to analyze the relevance of recently developed news-based measures of economic policy and equity market uncertainty in causing and...”
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8by 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...”
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9by Ivan A. Canay Published in The econometrics journal (01.01.2011)“...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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10by Alfò, Marco Alfò, Marco Salvati, Nicola Salvati, Nicola Ranallli, M Giovanna Ranallli, M Giovanna Published in Statistics and computing (01.03.2017)“...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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11by Kang, Qiaoling Wu, Ji Chen, Minghua Jeon, Bang Nam Published in Journal of international money and finance (01.03.2021)“...•This paper examines the impact of macroprudential policies on firms’ bank financing.•We apply the quantile regression approach to the panel data of Chinese...”
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12“...In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris...”
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13“...Testing the behavior of varying coefficients (VC) over a range of quantiles is important in the field of regression analysis. This study tests whether...”
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14by 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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15“...Xiao (2009) develops a novel estimation technique for quantile cointegrated time series by extending Phillips and Hansen’s (1990) semiparametric approach and...”
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16“...In this paper, we develop robust inference procedures for an instrumental variables model defined by Y = D ′ α ( U ) where D ′ α ( U ) is strictly increasing...”
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17by de Castro, Luciano Galvao, Antonio F Kaplan, David M Liu, Xin Published in Journal of econometrics (01.11.2019)“...We consider estimation of finite-dimensional parameters identified by general conditional quantile restrictions, including instrumental variables quantile...”
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18by Mazorra-Aguiar, Luis Lauret, Philippe David, Mathieu Oliver, Albert Montero, Gustavo Published in Energies (Basel) (18.03.2021)“...In this paper, the performances of two approaches for solar probabilistic are evaluated using a set of metrics previously tested by the meteorology...”
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19by Giorgio Barba Navaretti Davide Castellani Fabio Pieri“...This article provides new insights into the dependence of firm growth on age along the entire distribution of growth rates, and conditional on survival. Using...”
edited by Audretsch, David B Coad, Alex Segarra, Agustí
Published in Small business economics (01.12.2014)
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20by Fernandes, Marcelo Guerre, Emmanuel Horta, Eduardo Published in Journal of business & economic statistics (02.01.2021)“...We propose to smooth the objective function, rather than only the indicator on the check function, in a linear quantile regression context. Not only does the...”