Quantile autoregression neural network model with applications to evaluating value at risk
We develop a new quantile autoregression neural network (QARNN) model based on an
artificial neural network architecture. The proposed QARNN model is flexible and can be …
artificial neural network architecture. The proposed QARNN model is flexible and can be …
FADTTS: functional analysis of diffusion tensor tract statistics
The aim of this paper is to present a functional analysis of a diffusion tensor tract statistics
(FADTTS) pipeline for delineating the association between multiple diffusion properties …
(FADTTS) pipeline for delineating the association between multiple diffusion properties …
Quantile hidden semi-Markov models for multivariate time series
This paper develops a quantile hidden semi-Markov regression to jointly estimate multiple
quantiles for the analysis of multivariate time series. The approach is based upon the …
quantiles for the analysis of multivariate time series. The approach is based upon the …
Weighted quantile regression via support vector machine
Q Xu, J Zhang, C Jiang, X Huang, Y He - Expert Systems with Applications, 2015 - Elsevier
We propose a new support vector weighted quantile regression approach that is closely built
upon the idea of support vector machine. We extend the methodology of several popular …
upon the idea of support vector machine. We extend the methodology of several popular …
Severe precipitation phenomena in Crimea in relation to atmospheric circulation
VP Evstigneev, VA Naumova, DY Voronin… - Atmosphere, 2022 - mdpi.com
The increase in the frequency and intensity of hazardous hydrometeorological phenomena
is one of the most dangerous consequences of climate instability. In this study, we …
is one of the most dangerous consequences of climate instability. In this study, we …
A robust functional-data-analysis method for data recovery in multichannel sensor systems
J Sun, H Liao, BR Upadhyaya - IEEE Transactions on …, 2013 - ieeexplore.ieee.org
Multichannel sensor systems are widely used in condition monitoring for effective failure
prevention of critical equipment or processes. However, loss of sensor readings due to …
prevention of critical equipment or processes. However, loss of sensor readings due to …
Efficient and Sharp Off-Policy Evaluation in Robust Markov Decision Processes
We study evaluating a policy under best-and worst-case perturbations to a Markov decision
process (MDP), given transition observations from the original MDP, whether under the …
process (MDP), given transition observations from the original MDP, whether under the …
Kernel conditional density estimation when the regressor is valued in a semi-metric space
This article deals with the conditional density estimation when the explanatory variable is
functional. In fact, nonparametric kernel type estimator of the conditional density has been …
functional. In fact, nonparametric kernel type estimator of the conditional density has been …
Asymptotic theory for nonlinear quantile regression under weak dependence
W Oberhofer, H Haupt - Econometric Theory, 2016 - cambridge.org
This paper studies the asymptotic properties of the nonlinear quantile regression model
under general assumptions on the error process, which is allowed to be heterogeneous and …
under general assumptions on the error process, which is allowed to be heterogeneous and …
Dose–response curve estimation: a semiparametric mixture approach
Y Yuan, G Yin - Biometrics, 2011 - academic.oup.com
In the estimation of a dose–response curve, parametric models are straightforward and
efficient but subject to model misspecifications; nonparametric methods are robust but less …
efficient but subject to model misspecifications; nonparametric methods are robust but less …