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  • Search: subject:"nonparametric quantile regression"
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Year of publication
Subject
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Nonparametric quantile regression 11 Nichtparametrisches Verfahren 10 Regression analysis 10 Regressionsanalyse 10 Nonparametric statistics 8 nonparametric quantile regression 8 Estimation theory 6 Schätztheorie 6 Theorie 4 Estimation 3 Schätzung 3 bandwidth choice 3 crossvalidation 3 penalizing functions 3 CAViaR 2 Causality analysis 2 Factor analysis 2 Faktorenanalyse 2 Kausalanalyse 2 Nichtparametrische Schätzung 2 Non-performing loan 2 Nonparametric Quantile Regression 2 Nonparametric estimation 2 Notleidender Kredit 2 Regression 2 Theory 2 Treatment effect 2 Uniform Bahadur representation 2 Uniform inference 2 Value at Risk 2 extreme value theory 2 instrumental variable 2 local alternative 2 monotonization 2 nonlinear inverse problem 2 risk management 2 specification test 2 Aktienmarkt 1 Anlageverhalten 1 Average treatment effect 1
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Online availability
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Free 10 Undetermined 8
Type of publication
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Book / Working Paper 12 Article 9
Type of publication (narrower categories)
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Working Paper 7 Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Aufsatz im Buch 1 Book section 1
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Language
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English 15 Undetermined 6
Author
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Abberger, Klaus 3 Qu, Zhongjun 3 Yoon, Jungmo 3 Breunig, Christoph 2 Chen, Liang 2 Dolado, Juan J. 2 Gonzalo, Jesús 2 Pan, Haozi 2 Schaumburg, Julia 2 Atik, Zehra 1 Aydemir, Resul 1 Ben Bouheni, Faten 1 Capéau, Bart 1 Chen, Xirong 1 Chernozhukov, Victor 1 Gagliardini, Patrick 1 Güloğlu, Bülent 1 Halkos, George 1 Jiang, Bin 1 Li, Chen 1 Li, Degui 1 Li, Qi 1 Li, Zheng 1 Margarint, Elena 1 Obeid, Hassan 1 Pacolet, Jozef 1 Pan, Rulu 1 Scaillet, Olivier 1 Su, Liangjun 1 Ura, Takuya 1 Wang, Chuan 1 Wei, Ying 1 Wu, Wei-xing 1 Zhang, Linwan 1 Zhang, Yichong 1
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Institution
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Department of Economics, Boston University 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
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Journal of econometrics 3 CoFE Discussion Paper 2 SFB 649 Discussion Paper 2 Boston University - Department of Economics - Working Papers Series 1 Brussels Economic Review 1 CoFE discussion papers 1 Discussion papers / CEPR 1 Eastern European economics : EEE 1 Economic systems 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Journal of Econometrics 1 MPRA Paper 1 Risk management decisions and value under uncertainty 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1 Swiss Finance Institute Research Paper Series 1 Working paper 1
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Source
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ECONIS (ZBW) 11 RePEc 7 EconStor 3
Showing 11 - 20 of 21
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Modelling biodiversity
Halkos, George - Volkswirtschaftliche Fakultät, … - 2010
This study uses a sample of 71 countries and nonparametric quantile and partial regressions to model a number of threatened species (reptiles, mammals, fish, birds, trees, plants) in relation to various economic and environmental variables (GDPc, CO¬2 emissions, agricultural production, energy...
Persistent link: https://www.econbiz.de/10011259479
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Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory
Schaumburg, Julia - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2010
This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The ….1%) quantiles, where particularly few data points are available, we propose to combine nonparametric quantile regression with …
Persistent link: https://www.econbiz.de/10008629520
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The welfare of poorer older people in Belgium and the Netherlands :An application of quantile regression
Capéau, Bart; Pacolet, Jozef - In: Brussels Economic Review 52 (2009) 1, pp. 5-33
On the basis of the SHARE data, we estimate age-conditional quantiles at the 5th, 10th, 15th, 20th, 25th and 50th percentile levels for equivalised gross income, net financial assets and consumption levels, as well as for a (remaining) lifetime utility indicator of people over the age of 50 in...
Persistent link: https://www.econbiz.de/10008868099
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Nonparametric estimation and inference on conditional quantile processes
Qu, Zhongjun; Yoon, Jungmo - In: Journal of Econometrics 185 (2015) 1, pp. 1-19
This paper presents estimation methods and asymptotic theory for the analysis of a nonparametrically specified conditional quantile process. Two estimators based on local linear regressions are proposed. The first estimator applies simple inequality constraints while the second uses...
Persistent link: https://www.econbiz.de/10011190723
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Nonparametric estimation and inference on conditional quantile processes
Qu, Zhongjun; Yoon, Jungmo - In: Journal of econometrics 185 (2015) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011339911
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Stock holdings over the life cycle : who hesitates to join the market
Zhang, Linwan; Wu, Wei-xing; Wei, Ying; Pan, Rulu - In: Economic systems 39 (2015) 3, pp. 423-438
Persistent link: https://www.econbiz.de/10011532305
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Nonparametric Instrumental Variable Estimators of Structural Quantile Effects
Chernozhukov, Victor; Gagliardini, Patrick; Scaillet, … - 2006
We study the asymptotic distribution of Tikhonov Regularized estimation of quantile structural effects implied by a nonseparable model. The nonparametric instrumental variable estimator is based on a minimum distance principle. We show that the minimum distance problem without regularization is...
Persistent link: https://www.econbiz.de/10005162994
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Nonparametric Estimation and Inference on Conditional Quantile Processes
Qu, Zhongjun; Yoon, Jungmo - Department of Economics, Boston University - 2011
We consider the estimation and inference about a nonparametrically specified con- ditional quantile process. For estimation, a two-step procedure is proposed. The first step utilizes local linear regressions and maintains quantile monotonicity through sim- ple inequality constraints. The second...
Persistent link: https://www.econbiz.de/10010779536
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Penalizing function based bandwidth choice in nonparametric quantile regression
Abberger, Klaus - 2001
adapt it to nonparametric quantile regression estimation, where bandwidth choice is still an unsolved problem. Various …
Persistent link: https://www.econbiz.de/10010324105
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Penalizing function based bandwidth choice in nonparametric quantile regression
Abberger, Klaus - 2001
adapt it to nonparametric quantile regression estimation, where bandwidth choice is still an unsolved problem. Various …
Persistent link: https://www.econbiz.de/10011545176
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