Search Results - subject:"Quantile function"

Ageing concepts: An approach based on quantile function

Unnikrishnan Nair, N.; Vineshkumar, B. - In: Statistics & Probability Letters 81 (2011) 12, pp. 2016-2025

of some quantile function models. …

Persistent link: https://www.econbiz.de/10010571750

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2014 - This draft: December 2, 2014

We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional vector … quantile function (CVQF) of a random vector Y, taking values in Rd given covariates Z=z, taking values in Rk, is a map u --> QY … version of the classical QR, and CVQF reduces to the scalar conditional quantile function. Several applications to diverse …

Persistent link: https://www.econbiz.de/10010459266

Vector quantile regression

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2014

Persistent link: https://www.econbiz.de/10011445707

Quantile estimation of the stochastic frontier model

Jradi, Samah; Parmeter, Christopher F.; Ruggiero, John - In: Economics letters 182 (2019), pp. 15-18

Persistent link: https://www.econbiz.de/10012122414

The generalized johnson quantile-parameterized distribution system

Hadlock, Christopher C.; Bickel, J. Eric - In: Decision analysis : a journal of the Institute for … 16 (2019) 1, pp. 67-85

Persistent link: https://www.econbiz.de/10012016614

The First-Order Approach when the Cost of Effort is Money

Fagart, Marie-Cécile; Fluet, Claude - Centre Interuniversitaire sur le Risque, les Politiques … - 2012

We provide sufficient conditions for the first-order approach in the principal-agent problem when the agent’s utility has the non-separable form u(y - c(a)) where y is the contractual payoff and c(a) is the money cost of effort. We first consider a decision-maker facing prospects which cost...

Persistent link: https://www.econbiz.de/10010540951

Various approximations of the total aggregate loss quantile function with application to operational risk

Griffiths, Ross; Mnif, Walid - In: The journal of operational risk 12 (2017) 2, pp. 23-46

Persistent link: https://www.econbiz.de/10011775504

Johnson quantile-parameterized distributions

Hadlock, Christopher C.; Bickel, J. Eric - In: Decision analysis : a journal of the Institute for … 14 (2017) 1, pp. 35-64

Persistent link: https://www.econbiz.de/10011685993

Stochastic orderings with respect to a capacity and an application to a financial optimization problem

Grigorova, Miryana - HAL - 2011

function and quantile function with respect to the given capacity. The Choquet integral is extensively used as a tool. We state …

Persistent link: https://www.econbiz.de/10009246902

Stochastic dominance with respect to a capacity and risk measures

Grigorova, Miryana - HAL - 2011

quantile function with respect to the given capacity. Characterizations, involving Choquet integrals with respect to a …

Persistent link: https://www.econbiz.de/10009368022