quantile regression
Use of regularized quantile regression to predict the genetic merit of pigs for asymmetric carcass traits
... In this sense, Nascimento et al. (2017), in a simulation study, proposed the use of regularized quantile regression (RQR) in genomic selection. According to the authors, this method, besides overcoming the ...
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EFFECT OF HUMAN CAPITAL ON MAIZE PRODUCTIVITY IN GHANA: A QUANTILE REGRESSION APPROACH
... a quantile regression framework to investigate the productivity effects of human capital and other inputs of production over an entire distribution of maize yields across three ecological zones in ...
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A Quantile Regression Approach to Estimating the Distribution of Anesthetic Procedure Time during Induction.
... Linear regression analysis was conducted to select significant predictors of log-trans- formed AIT using a forward stepwise model selection strategy with the entry criterion of ...and quantile ...
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Truncated quantile regression
... the quantile regression is ...the quantile regressor estimator appearing in Koenker and Bassett (1978) a new property related to the truncation of the original random ...
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Maria da Conceição Figueiredo, Elsa Fontainha Male and Female Wage Functions: A Quantile Regression Analysis using LEED and LFS Portuguese Databases
... Linear Regression model, in which it is only possible to know the effects of the explanatory variables in the mean of the conditional distribution of dependent variable, the Quantile Regression (QR) ...
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Modeling Portuguese water demand with quantile regression
... applying quantile regression to water demand ...the Quantile Regression (QR) model, a model where each conditional quantile has a linear form, representing the relationship between the ...
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Econometrics of Ascending Auctions by Quantile Regression
... In an auction theoretical game, the bidders’ private value cumulative distribution function (c.d.f.) is a key element for analysing the demand that a seller faces. Because it is required in the computation of the ...
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Comparing value-at-risk methodologies
... on quantile regression with ARCH effect dominates other methods that require distributional ...on quantile regression presents the least number of ...
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Determinantes ambientais de alguns padrões espaciais de fogo em regiões de tipo mediterrânico
... linear quantile regression, a procedure that allows the study of the edges of the response variable distribution (fire selectivity) conditioned on values of the predictor variable (fire size) (Koenker, ...
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Ana Carolina Campana Nascimento2 Antônio Policarpo Souza Carneiro2 Fabyano Fonseca e Silva3 Mário Puiatti4 Ana Carolina Ribeiro de Oliveira2
... With quantile regression, it is possible to obtain more information, such as in the inferior or superior tails, and it generates more robust models even in the presence of outliers and heterogeneity of ...
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Rosineide Fernando da Paz
... median regression models, which is a special case of quantile regression wherein the conditional ...0.5th quantile is modeled as a function of ...L-Logistic regression models can be a ...
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Ensaios em macroeconometria e finanças
... the quantile regression framework provides a natural way to investigate the performance of a VaR model, and the proposed VQR test consists on a su¢cient condition for ...
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Rev. Saúde Pública vol.45 número3
... be underestimated, whereas that which is higher can be overestimated. Considering the fact that the recom- mendation of 400g/day of fruit and vegetable intake was met in the higher percentiles of distribution, it is ...
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Electronic copy available at: http:ssrn.comabstract=1397695
... from quantile regression are similar to those from previous literature in terms of the signi…cance of key covariates, but the combination of age and gender is novel in the ...
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en 0102 311X csp 31 6 1125
... linear regression and quintile regressions to estimate income persistence between generations and to control for confounding ...linear regression, while observing that income persistence was not linear when ...
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Credit Default Swap (CDS) Prediction Model Trading Strategy
... Recently, regarding the CDS spreads, Ericsson et al. and Zhang et al., both in 2009, proved that firm volatility, leverage and jump probability are important determinants of CDS spreads. Zhang et al (2009) showed that ...
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Can Targeted Intervention Mitigate Early Emotional and Behavioral Problems?: Generating Robust Evidence within Randomized Controlled Trials.
... and quantile regression to characterize the distributional impact of the intervention, we found that the few treatment effects were largely concentrated among boys most at risk of developing emotional and ...
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The Extended Log-Logistic Distribution: Properties and Application
... The rest of the paper is organized as follows. In Section “The ELL Distribution’, we define the ELL distribution and provide plots of the density and hazard rate functions. In Section “useful representations”, we derive ...
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IMPROVEMENT OF THERMAL ESTIMATION AT LAND COVER BOUNDARY BY USING QUANTILE
... Urmuqi was selected for the target city in this study. Land cover information was obtained from Landsat ETM image by using classification algorithm. Quantile was introduced for analyzing the thermal environment in ...
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SOFTWARE ARCHITECTURE BASED REGRESSION TESTING
... The regression testing for analyzing the system during its life time is very ...Selective regression testing strategies to choose subset of test cases from previously run test cases, based on information ...
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