Search Results - subject:"Quantile function"

New polynomial exponential distribution : properties and applications

Beghriche, Abdelfateh; Zeghdoudi, Halim; Raman, Vinoth; … - In: Statistics in transition : an international journal of … 23 (2022) 3, pp. 95-112

The study describes the general concept of the XLindley distribution. Forms of density and hazard rate functions are investigated. Moreover, precise formulations for several numerical properties of distributions are derived. Extreme order statistics are established using stochastic ordering, the...

Persistent link: https://www.econbiz.de/10013428846

On asymmetry and quantile estimation of the stochastic frontier model

Horrace, William C.; Parmeter, Christopher F.; Wright, Ian - In: Journal of productivity analysis : an official journal … 61 (2024) 1, pp. 19-36

Persistent link: https://www.econbiz.de/10014502458

Non-crossing convex quantile regression

Dai, Sheng; Kuosmanen, Timo; Zhou, Xun - In: Economics letters 233 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014505963

Testing for quantile sample selection

Corradi, Valentina; Gutknecht, Daniel - In: The econometrics journal 26 (2023) 2, pp. 147-173

Persistent link: https://www.econbiz.de/10014319284

Estimation and inference for distribution and quantile functions in endogenous treatment effect models

Hsu, Yu-Chin; Lai, Tsung-Chih; Lieli, Robert P. - In: Econometric reviews 41 (2022) 1, pp. 22-50

Persistent link: https://www.econbiz.de/10013167577

Nonparametric estimation of first price auctions via density-quantile function

Zhang, Yu Yvette - In: Economics letters 216 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013448332

Hawkes processes with hidden marks

Cai, Yuzhi - In: The European journal of finance 28 (2022) 7, pp. 679-704

Persistent link: https://www.econbiz.de/10013373308

Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models

Ai, Chunrong; Linton, Oliver; Zhang, Zheng - In: Journal of econometrics 228 (2022) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10013441723

Nonparametric estimation of a conditional quantile function in a fixed effects panel data model

Yan, Karen X.; Li, Qi - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-10

This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an …

Persistent link: https://www.econbiz.de/10011895653

Nonparametric estimation of a conditional quantile function in a fixed effects panel data model

Yan, Karen X.; Li, Qi - In: Journal of Risk and Financial Management 11 (2018) 3, pp. 1-10

This paper develops a nonparametric method to estimate a conditional quantile function for a panel data model with an …

Persistent link: https://www.econbiz.de/10012611026