Search Results - subject:"Vector quantile regression"

Financial technology as a heterogeneous driver of carbon emission reduction in China : evidence from a novel sparse quantile regression

Chen, Weijie; Wang, Jie; Ye, Yafen - In: Journal of innovation & knowledge : JIK 9 (2024) 2, pp. 1-13

fintech and carbon emissions reduction, we employ an innovative sparse support vector quantile regression to explore the …

Persistent link: https://www.econbiz.de/10014581130

Vector quantile regression and optimal transport, from theory to numerics

Carlier, Guillaume; Chernozhukov, Victor; De Bie, Gwendoline - In: Empirical economics : a quarterly journal of the … 62 (2022) 1, pp. 35-62

Persistent link: https://www.econbiz.de/10012819432

The moderating role of foreign institutional investors on stock market volatility : evidence from China

Zhang, Jinhua; Zheng, Yiting; Ye, Yafen; Xu, Yimin - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 6, pp. 1734-1747

Persistent link: https://www.econbiz.de/10014289787

A sparse approach for high-dimensional data with heavy-tailed noise

Ye, Yafen; Shao, Yuanhai; Li, Chunna - In: Economic research 35 (2022) 1,3, pp. 2764-2780

Persistent link: https://www.econbiz.de/10014382243

Vector quantile regression: An optimal transport approach

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2015

Persistent link: https://www.econbiz.de/10011445758

Vector quantile regression : an optimal transport approach

Carlier, Guillaume; Chernozhukov, Victor; Galichon, Alfred - 2015 - This draft: September 19, 2015

We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional vector … version of U. The vector quantile regression (VQR) is a linear model for CVQF of Y given Z. Under correct specification, the …

Persistent link: https://www.econbiz.de/10011337670

Vector quantile regression

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

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

Vector quantile regression

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

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

Estimating value at risk with semiparametric support vector quantile regression

Shim, Jooyong; Kim, Yongtae; Lee, Jangtaek; Hwang, Changha - In: Computational Statistics 27 (2012) 4, pp. 685-700

distributed. This paper proposes the estimation approach of VaR using semiparametric support vector quantile regression (SSVQR …

Persistent link: https://www.econbiz.de/10010847975