With BTC trading below the 0.75 quantile, the market remains highly sensitive to macro shifts and lacks confirmation of trend ...
The estimation of extreme conditional quantiles is an important issue in numerous disciplines. Quantile regression (QR) provides a natural way to capture the covariate effects at different tails of ...
We give methods for the construction of designs for regression models, when the purpose of the investigation is the estimation of the conditional quantile function, and the estimation method is ...
PROC STDIZE offers two methods for computing quantiles: the one-pass approach and the order-statistics approach (like that used in the UNIVARIATE procedure). The one-pass approach used in PROC STDIZE ...
In this paper, we present an easy-to-implement, fast and accurate method for approximating extreme quantiles of compound loss distributions (frequency + severity), which are commonly used in insurance ...
Lichtendahl, Kenneth C., Yael Grushka-Cockayne, and Robert L. Winkler. "Is it Better to Average Probabilities or Quantiles?" Management Science 59, no. 7 (July 2013): 1594–1611.
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