Showing 1 - 10 of 37
Persistent link: https://www.econbiz.de/10012108158
Persistent link: https://www.econbiz.de/10012592680
Persistent link: https://www.econbiz.de/10011582470
Persistent link: https://www.econbiz.de/10011474763
Persistent link: https://www.econbiz.de/10013490701
Persistent link: https://www.econbiz.de/10012806700
Persistent link: https://www.econbiz.de/10014305525
Conditional quantile curves provide a comprehensive picture of a response contingent on explanatory variables. Quantile regression is a technique to estimate such curves. In a flexible modeling framework, a specific form of the quantile is not a priori fixed. Indeed, the majority of applications...
Persistent link: https://www.econbiz.de/10012966291
Financial risk control has always been challenging and becomes now an even harder problem as joint extreme events occur more frequently. For decision makers and government regulators, it is therefore important to obtain accurate information on the interdependency of risk factors. Given a...
Persistent link: https://www.econbiz.de/10012966323
Quantile regression is in the focus of many estimation techniques and is an important tool in data analysis. When it comes to nonparametric specifications of the conditional quantile (or more generally tail) curve one faces, as in mean regression, a dimensionality problem. We propose a...
Persistent link: https://www.econbiz.de/10012966535