Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 62, No. 5 (NOVEMBER 2013), pp. 723-740 (18 pages) We explore a particular fully parametric approach to quantile regression ...
Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...
Quantile regression has emerged as a significant extension of traditional linear models and its potential in survival applications has recently been recognized. In this paper we study quantile ...
Immunotherapy has been approved to treat many tumor types. However, one characteristic of this therapeutic class is that survival benefit is due to late immune response, which leads to a delayed ...
One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are ...
The review paper featured on the cover of the 8th issue of Advances in Atmospheric Sciences in 2024 aims to assist readers in the field of atmospheric sciences in gaining a thorough understanding of ...
This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...
BEIJING, March 9 (Xinhua) -- A global team of researchers has made strides in refining weather forecasting methods using machine learning. Scientists have been looking for better ways to make weather ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation European power markets are in the midst of unprecedented changes, with a record-breaking surge in energy prices.This paper ...