Quantile regression provides an attractive tool to the analysis of censored responses, because the conditional quantile functions are often of direct interest in regression analysis, and moreover, the ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...
Envelope models represent a significant advancement in multivariate regression analysis, offering an efficient dimension reduction tool that enhances both estimation precision and predictive ...
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