All Stories

  1. Mode-Based Classifier: A Robust and Flexible Discriminant Analysis for High-Dimensional Data
  2. Unconditional Quantile Regression for Streaming Datasets
  3. Non‐crossing quantile double‐autoregression for the analysis of streaming time series data
  4. A Bayesian multistage spatio‐temporally dependent model for spatial clustering and variable selection
  5. Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection
  6. Bayesian log-linear beta-negative binomial integer-valued Garch model
  7. Weighted Competing Risks Quantile Regression Models and Variable Selection
  8. Bayesian spatio‐temporal modeling for the inpatient hospital costs of alcohol‐related disorders
  9. Renewable quantile regression for streaming data sets
  10. K-Nearest Neighbor Estimation of Functional Nonparametric Regression Model under NA Samples
  11. No-Crossing Single-Index Quantile Regression Curve Estimation
  12. Smoothing quantile regression for a distributed system
  13. A Discrete Density Approach to Bayesian Quantile and Expectile Regression with Discrete Responses
  14. Single-index composite quantile regression for massive data
  15. Mixed data sampling expectile regression with applications to measuring financial risk
  16. An elastic-net penalized expectile regression with applications
  17. Robust control algorithm and simulation of networked control systems
  18. Influencing Factors and Countermeasures of the Health of Residents in the City Clusters along the Middle Reaches of the Yangtze River
  19. Does economic policy uncertainty in the U.S. influence stock markets in China and India? Time-frequency evidence
  20. Modeling tails for collinear data with outliers in the English Longitudinal Study of Ageing: Quantile profile regression
  21. Estimation of the system reliability for generalized inverse Lindley distribution based on different sampling designs
  22. Heteroscedastic and heavy-tailed regression with mixtures of skew Laplace normal distributions
  23. Quantile Regression and Beyond in Statistical Analysis of Data
  24. Dynamic Dependence Structure between Chinese Stock Market Returns and RMB Exchange Rates
  25. An Efficient Mixed-Model for Screening Differentially Expressed Genes of Breast Cancer Based on LR-RF
  26. Discrete Weibull Generalized Additive Model: An Application to Count Fertility Data
  27. Composite quantile regression for massive datasets
  28. Improved local quantile regression
  29. The heterogeneous response of the stock market to emission allowance price: evidence from quantile regression
  30. A Simple and Adaptive Dispersion Regression Model for Count Data
  31. Binary Quantile Regression and Variable Selection: A new Approach
  32. A novel Bayesian regression model for counts with an application to health data
  33. A large CVaR-based portfolio selection model with weight constraints
  34. Quantile autoregression neural network model with applications to evaluating value at risk
  35. Challenges in the application of DCVG‐survey to predict coating defect size on pipelines
  36. Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk
  37. The effects of FDI, economic growth and energy consumption on carbon emissions in ASEAN-5: Evidence from panel quantile regression
  38. Flexible objective Bayesian linear regression with applications in survival analysis
  39. Statistical methods for body mass index: A selective review
  40. Inference on the Kumaraswamy distribution
  41. Quantile regression with group lasso for classification
  42. Interval estimation for proportional reversed hazard family based on lower record values
  43. Robust variable selection in partially varying coefficient single-index model
  44. Democracy, Financial Openness, and Global Carbon Dioxide Emissions: Heterogeneity Across Existing Emission Levels
  45. New Inference for Constant-Stress Accelerated Life Tests With Weibull Distribution and Progressively Type-II Censoring
  46. Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter
  47. Robust variable selection for nonlinear models with diverging number of parameters
  48. Point and exact interval estimation for the generalized Pareto distribution with small samples
  49. Conjugate priors and variable selection for Bayesian quantile regression
  50. Bayesian lasso binary quantile regression
  51. Penalized Single-Index Quantile Regression
  52. A comparative study for robust canonical correlation methods
  53. Bayesian variable selection in quantile regression
  54. Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks
  55. Bayesian Lasso-mixed quantile regression
  56. Bayesian adaptive Lasso quantile regression
  57. Variable selection in quantile regression via Gibbs sampling
  58. Crude oil shocks and stock markets: A panel threshold cointegration approach
  59. Prior elicitation for mixed quantile regression with an allometric model
  60. Power Prior Elicitation in Bayesian Quantile Regression
  61. Inference Under Progressively Type II Right-Censored Sampling for Certain Lifetime Distributions
  62. Single-index quantile regression
  63. Bahadur representation of linear kernel quantile estimator of VaR under assumptions
  64. On Semiparametric Mode Regression Estimation
  65. Local linear spatial quantile regression
  66. Comparing methods of analysing datasets with small clusters: case studies using four paediatric datasets
  67. Improving Prediction Intervals: Some Elementary Methods
  68. M-quantile Regression Analysis of Temporal Gene Expression Data
  69. Automatic Bayesian quantile regression curve fitting
  70. Quantile regression for binary performance indicators
  71. A general method to the strong law of large numbers and its applications
  72. Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk
  73. Comparison of kernel estimators of conditional distribution function and quantile regression under censoring
  74. Improved double kernel local linear quantile regression
  75. Optimum plan for step-stress model with progressive type-II censoring
  76. A kernel‐based method for nonparametric estimation of variograms
  77. Modelling financial time series with SEMIFAR GARCH model
  78. Bayesian analysis of a Tobit quantile regression model
  79. Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
  80. Bayesian median regression for temporal gene expression data
  81. The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
  82. A Three-Parameter Asymmetric Laplace Distribution and Its Extension
  83. Local Linear Additive Quantile Regression
  84. Likelihood-Based Local Linear Estimation of the Conditional Variance Function
  85. Nonparametric prediction by conditional median and quantiles
  86. Quantile regression: applications and current research areas
  87. Quantile regression using RJMCMC algorithm
  88. Idiot's Bayes—Not So Stupid After All?
  89. Bayesian quantile regression
  90. Local Linear Quantile Regression
  91. Local Linear Quantile Regression
  92. A comparison of local constant and local linear regression quantile estimators
  93. Bayesian analysis of a multiple-recapture model