相关论文: Quantile and Probability Curves Without Crossing

Quantile regression (QR) is a principal regression method for analyzing the impact of covariates on outcomes. The impact is described by the conditional quantile function and its functionals. In this paper we develop the nonparametric…

In this paper we study a bootstrap strategy for estimating the variance of a mean taken over large multifactor crossed random effects data sets. We apply bootstrap reweighting independently to the levels of each factor, giving each…

Quantile regression is a fundamental problem in statistical learning motivated by a need to quantify uncertainty in predictions, or to model a diverse population without being overly reductive. For instance, epidemiological forecasts, cost…

Bootstrap inference is a powerful tool for obtaining robust inference for quantiles and difference-in-quantiles estimators. The computationally intensive nature of bootstrap inference has made it infeasible in large-scale experiments. In…

This paper addresses computational challenges in estimating Quantile Regression with Selection (QRS). The estimation of the parameters that model self-selection requires the estimation of the entire quantile process several times. Moreover,…

The quantile-crossing spectrum is the spectrum of quantile-crossing processes created from a time series by the indicator function that shows whether or not the time series lies above or below a given quantile at a given time. This…

We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combination of basis quantiles. Because the model is linear in its…

We deal with monotonic regression of multivariate functions $f: Q \to \mathbb{R}$ on a compact rectangular domain $Q$ in $\mathbb{R}^d$, where monotonicity is understood in a generalized sense: as isotonicity in some coordinate directions…

A collection of quantile curves provides a complete picture of conditional distributions. Properly centered and scaled versions of estimated curves at various quantile levels give rise to the so-called quantile regression process (QRP). In…

Flexible estimation of multiple conditional quantiles is of interest in numerous applications, such as studying the effect of pregnancy-related factors on low and high birth weight. We propose a Bayesian non-parametric method to…

This paper develops bootstrap methods for practical statistical inference in panel data quantile regression models with fixed effects. We consider random-weighted bootstrap resampling and formally establish its validity for asymptotic…

Nonparametric regression problems with qualitative constraints such as monotonicity or convexity are ubiquitous in applications. For example, in predicting the yield of a factory in terms of the number of labor hours, the monotonicity of…

Despite the increasing popularity of quantile regression models for continuous responses, models for count data have so far received little attention. The main quantile regression technique for count data involves adding uniform random…

Quantile regression is fundamental to distributional modeling, yet independent estimation of multiple quantiles frequently produces crossing -- where estimated quantile functions violate monotonicity, implying impossible negative…

Kronecker product covariance structure provides an efficient way to modeling the inter-correlations of matrix-variate data. In this paper, we propose testing statistics for Kronecker product covariance matrix based on linear spectral…

Quantile is a popular performance measure for a stochastic system to evaluate its variability and risk. To reduce the risk, selecting the actions that minimize the tail quantiles of some loss distributions is typically of interest for…

Quantile regression is a method to estimate the quantiles of the conditional distribution of a response variable, and as such it permits a much more accurate portrayal of the relationship between the response variable and observed…

We develop quantile regression models in order to derive risk margin and to evaluate capital in non-life insurance applications. By utilizing the entire range of conditional quantile functions, especially higher quantile levels, we detail…

In the near future, millions of load curves measuring the electricity consumption of French households in small time grids (probably half hours) will be available. All these collected load curves represent a huge amount of information which…

We provide theoretical error bounds for the accurate numerical computation of the quantile function given the characteristic function of a continuous random variable. We show theoretically and empirically that the numerical error of the…