Search Results - subject:"Composite quantile regression"

No-crossing single-index quantile regression curve estimation

Jiang, Rong; Yu, Keming - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 309-320

Persistent link: https://www.econbiz.de/10014448153

US funds' returns-based ESG extraction and implementation : a multifaceted quantile regression approach

Nasri, Farah; Ben Sassi, Salim - In: Journal of sustainable finance & investment 15 (2025) 1, pp. 205-233

Persistent link: https://www.econbiz.de/10015197388

Local composite quantile regression for regression discontinuity

Huang, Xiao; Zhan, Zhaoguo - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1863-1875

Persistent link: https://www.econbiz.de/10013540525

Estimation for generalized linear cointegration regression models through composite quantile regression approach

Liu, Bingqi; Pang, Tianxiao; Cheng, Siang - In: Finance research letters 65 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014563764

A two-stage model for high-risk prediction in insurance ratemaking : asymptotics and inference

Hou, Yanxi - In: Insurance / Mathematics & economics 104 (2022), pp. 283-301

Persistent link: https://www.econbiz.de/10013264958

Probability distribution forecasting of carbon allowance prices : a hybrid model considering multiple influencing factors

Lei, Heng; Xue, Minggao; Liu, Huiling - In: Energy economics 113 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013540610

Local weighted composite quantile estimation and smoothing parameter selection for nonparametric derivative function

Xie, Qichang; Sun, Qiankun; Liu, Junxian - In: Econometric reviews 39 (2020) 3, pp. 215-233

Persistent link: https://www.econbiz.de/10012181442

Quantile-based smooth transition value at risk estimation

Hubner, Stefan; Čížek, Pavel - In: The econometrics journal 22 (2019) 3, pp. 241-261

Persistent link: https://www.econbiz.de/10012166749

Local composite quantile regression smoothing for Harris recurrent Markov processes

Li, Degui; Li, Runze - In: Journal of econometrics 194 (2016) 1, pp. 44-56

Persistent link: https://www.econbiz.de/10011705029

Quantile regression methods with varying-coefficient models for censored data

Xie, Shangyu; Wan, Alan T.K.; Zhou, Yong - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 154-172

varying-coefficient procedure can be further improved when implemented within a composite quantile regression framework …. Composite quantile regression has recently gained considerable attention due to its ability to combine information across …

Persistent link: https://www.econbiz.de/10011264465