全部文献期刊会议图书|学者科研项目
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作者:Qiang Wu , Weixin Yao
来源:[J].Computational Statistics and Data Analysis(IF 1.304), 2016, Vol.93, pp.162-176
摘要:Abstract(#br)A semi-parametric mixture of quantile regressions model is proposed to allow regressions of the conditional quantiles, such as the median, on the covariates without any parametric assumption on the error densities. The median as a measure of center is known to be mor...
作者:Omayma Alshaarawy , James C. Anthony
来源:[J].Drug and Alcohol Dependence(IF 3.141), 2015, Vol.147, pp.203-207
摘要:... With strength of data from recent large nationally representative community sample surveys, the research approach illustrates value of a quantile regressions approach in lieu of the commonly used but relatively arbitrary cutpoints for CRP values.(#br)Methods(#br)The study...
作者:Yong Zhou , Alan T.K. Wan , Yuan Yuan
来源:[J].Journal of Statistical Planning and Inference(IF 0.713), 2011, Vol.141 (12), pp.3814-3828
摘要:Abstract(#br)Least-squares and quantile regressions are method of moments techniques that are typically used in isolation. A leading example where efficiency may be gained by combining least-squares and quantile regressions is one where some information on the error quantiles is ...
作者:Mehdi Hosseinkouchack
来源:[J].Journal of Computational and Applied Mathematics(IF 0.989), 2010, Vol.235 (5), pp.1429-1445
摘要:Abstract(#br)Censored Quantile Regressions of Powell (1984, 1986) are very powerful inferencing tools in economics and engineering. As the calculation of censored quantile regressions involves minimizing a nonconvex and nondifferentiable function, global optimization techniques c...
作者:Xavier D’Haultfœuille , Arnaud Maurel , Yichong Zhang
来源:[J].Journal of Econometrics(IF 1.71), 2018, Vol.203 (1), pp.129-142
摘要:... We propose a simple estimator based on extremal quantile regression and establish its asymptotic normality by extending previous results on extremal quantile regressions to allow for selection. Finally, we apply our method to estimate the black–white wage gap among mal...
作者:Rui Fan , Ji Hyung Lee
来源:[J].Journal of Econometrics(IF 1.71), 2019, Vol.213 (1), pp.261-280
摘要:Abstract(#br)This paper provides an improved inference for predictive quantile regressions with persistent predictors and conditionally heteroskedastic errors. The confidence intervals based on conventional quantile regression techniques are not valid when predictors are highly p...
作者:Xun Lu , Liangjun Su
来源:[J].Journal of Econometrics(IF 1.71), 2015, Vol.188 (1), pp.40-58
摘要:Abstract(#br)In this paper we consider model averaging for quantile regressions (QR) when all models under investigation are potentially misspecified and the number of parameters is diverging with the sample size. To allow for the dependence between the error terms and regressors...
作者:A. George Assaf , Mike Tsionas
来源:[J].International Journal of Hospitality Management, 2018, Vol.72, pp.140-144
摘要:Abstract(#br)The aim of this paper is to encourage more use of Quantile Regressions (QRs) in hospitality and tourism research. More importantly, we focus on the Bayesian estimation of QRs and discuss its advantages over traditional estimation techniques. We also discuss a Bayesia...
作者:Takafumi Kanamori , Ichiro Takeuchi
来源:[J].Computational Statistics and Data Analysis(IF 1.304), 2005, Vol.50 (12), pp.3605-3618
摘要:Abstract(#br)In this paper we propose a new estimator for regression problems in the form of the linear combination of quantile regressions. The proposed estimator is helpful for the conditional mean estimation when the error distribution is asymmetric and heteroscedastic.(#br)I...
作者:S. Chamaillé-Jammes , H. Fritz , F. Murindagomo
来源:[J].Journal of Arid Environments(IF 1.772), 2007, Vol.71 (3), pp.321-326
摘要:... Here we highlight how quantile regression overcomes some of the confounding effects of large climate variability in long-term rainfall data. For instance, we show how quantile regressions revealed that droughts worsened in Hwange National Park (Zimbabwe) during the course of ...

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