Search Results - subject:"Distributional regression"

Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression

Feng, Yuanhua; Härdle, Wolfgang - 2021

Persistent link: https://www.econbiz.de/10012625953

Distributional regression and its evaluation with the CRPS : bounds and convergence of the minimax risk

Pic, Romain; Dombry, Clément; Naveau, Philippe; … - In: International journal of forecasting 39 (2023) 4, pp. 1564-1572

Persistent link: https://www.econbiz.de/10014465329

The Impact of a Minimum Wage Change on the Distribution of Wages and Household Income

Redmond, Paul; Doorley, Karina; McGuinness, Seamus - 2020

We use distributional regression analysis to study the impact of a six percent increase in the Irish minimum wage on …

Persistent link: https://www.econbiz.de/10012180107

Beta dispersion and market timing

Kuntz, Laura-Chloé - 2020

The beta dispersion, which is the spread of betas on a stock market, can be interpreted as a measure of market vulnerability. This study examines the economic idea of the beta dispersion and its application as a market return predictor. Based on the empirical beta dispersion observed in the US...

Persistent link: https://www.econbiz.de/10012264939

Subjective returns to education: Rational expectations of disadvantaged groups in India

Balasubramanian, Pooja - 2020

subjective returns to education, we use a novel statistical technique: distributional regression. This method can be a complement …. Using the distributional regression, we observe that females and Muslims have left-skewed earnings distributions relative to …

Persistent link: https://www.econbiz.de/10012424094

Flexible instrumental variable distributional regression

Briseño Sanchez, Guillermo; Hohberg, Maike; Groll, Andreas - In: Journal of the Royal Statistical Society: Series A … 183 (2020) 4, pp. 1553-1574

We tackle two limitations of standard instrumental variable regression in experimental and observational studies: restricted estimation to the conditional mean of the outcome and the assumption of a linear relationship between regressors and outcome. More flexible regression approaches that...

Persistent link: https://www.econbiz.de/10012428801