Search Results - subject:"Distributional regression"

Ensemble post-processing of daily precipitation sums over complex terrain using censored high-resolution standardized anomalies

Stauffer, Reto; Messner, Jakob; Mayr, Georg. J.; … - 2016

Probabilistic forecasts provided by numerical ensemble prediction systems have systematic errors and are typically underdispersive. This is especially true over complex topography with extensive terrain induced small-scale effects which cannot be resolved by the ensemble system. To alleviate...

Persistent link: https://www.econbiz.de/10011499000

Estimation of spatially correlated random scaling factors based on Markov random field priors

Razen, Alexander; Lang, Stefan; Santer, Judith - 2016

Carlo (MCMC) algorithms and is smoothly incorporated into the framework of distributional regression. We run a comprehensive …

Persistent link: https://www.econbiz.de/10011578941

Beta dispersion and market timing

Kuntz, Laura-Chloé - In: Journal of empirical finance 59 (2020), pp. 235-256

Persistent link: https://www.econbiz.de/10012437978

Modelling regional patterns of inefficiency : a Bayesian approach to geoadditive panel stochastic frontier analysis with an application to cereal production in England and Wales

Klein, Nadja; Herwartz, Helmut; Kneib, Thomas - In: Journal of econometrics 214 (2020) 2, pp. 513-539

Persistent link: https://www.econbiz.de/10012439076

Beyond conventional wage discrimination analysis: Assessing comprehensive wage distributions of males and females using structured additive distributional regression

Sohn, Alexander - 2015

In this paper, we propose a new comprehensive framework for analysing wage discrimination. This framework assesses wage discrimination on the grounds of conditional wage distributions (rather than just conditional means), regards the whole population (rather than just those in work) and employs...

Persistent link: https://www.econbiz.de/10011439788

Beyond conventional wage discrimination analysis : assessing comprehensive wage distributions of males and females using structured additive distributional regression

Sohn, Alexander - 2015

Persistent link: https://www.econbiz.de/10011391699

Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression

Razen, Alexander; Brunauer, Wolgang; Klein, Nadja; … - 2014

The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as collateral in order to decrease their credit risk. A widely used concept for its valuation is the hedonic approach. It assumes, that a property can be characterized...

Persistent link: https://www.econbiz.de/10010397175

Statistical Risk Analysis for Real Estate Collateral Valuation using Bayesian Distributional and Quantile Regression

Razen, Alexander; Brunauer, Wolfgang; Klein, Nadja; … - Institut für Finanzwissenschaft, Fakultät für … - 2014

Persistent link: https://www.econbiz.de/10010761742

Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression

Razen, Alexander; Brunauer, Wolgang; Klein, Nadja; … - 2014

Persistent link: https://www.econbiz.de/10010354740

Distributional vs. Quantile Regression

Koenker, Roger; Leorato, Samantha; Peracchi, Franco - Centro di Studi Internazionali Sull'Economia e la … - 2013

. To these equivalent representations correspond two alternative approaches to estimation. One approach, distributional … regression (DR), is based on direct estimation of the conditional distribution function; the other approach, quantile regression …

Persistent link: https://www.econbiz.de/10010723121