scholarly journals Efficient Estimation for the Derivative of Nonparametric Function by Optimally Combining Quantile Information

Symmetry ◽  
2021 ◽  
Vol 13 (12) ◽  
pp. 2387
Author(s):  
Xiaoshuang Zhou ◽  
Xiulian Gao ◽  
Yukun Zhang ◽  
Xiuling Yin ◽  
Yanfeng Shen
Keyword(s):  
Quantile Regression ◽  
Asymptotic Variance ◽  
Weighted Average ◽  
Least Square ◽  
Efficient Estimation ◽  
Regression Estimator ◽  
Composite Quantile Regression ◽  
Nonparametric Function ◽  
Optimal Estimator ◽  
Better Than

In this article, we focus on the efficient estimators of the derivative of the nonparametric function in the nonparametric quantile regression model. We develop two ways of combining quantile regression information to derive the estimators. One is the weighted composite quantile regression estimator based on the quantile weighted loss function; the other is the weighted quantile average estimator based on the weighted average of quantile regression estimators at a single quantile. Furthermore, by minimizing the asymptotic variance, the optimal weight vector is computed, and consequently, the optimal estimator is obtained. Furthermore, we conduct some simulations to evaluate the performance of our proposed estimators under different symmetric error distributions. Simulation studies further illustrate that both estimators work better than the local linear least square estimator for all the symmetric errors considered except the normal error, and the weighted quantile average estimator performs better than the weighted composite quantile regression estimator in most situations.

Bootstrapping Quantile Regression Estimators

1995 ◽  
Vol 11 (1) ◽  
pp. 105-121 ◽  
Author(s):  
Jinyong Hahn
Keyword(s):  
Quantile Regression ◽  
Limit Distribution ◽  
Asymptotic Variance ◽  
Regression Estimator ◽  
Variance Matrix ◽  
Percentile Method ◽  
Coverage Probabilities ◽  
Regression Estimators ◽  
Bootstrap Percentile ◽  
Bootstrap Distribution

The asymptotic variance matrix of the quantile regression estimator depends on the density of the error. For both deterministic and random regressors, the bootstrap distribution is shown to converge weakly to the limit distribution of the quantile regression estimator in probability. Thus, the confidence intervals constructed by the bootstrap percentile method have asymptotically correct coverage probabilities.

LOCAL COMPOSITE QUANTILE REGRESSION SMOOTHING: A FLEXIBLE DATA STRUCTURE AND CROSS-VALIDATION

2020 ◽  
pp. 1-19
Author(s):  
Xiao Huang ◽  
Zhongjian Lin
Keyword(s):  
Data Structure ◽  
Quantile Regression ◽  
Empirical Studies ◽  
Linear Estimator ◽  
Polynomial Method ◽  
Regression Estimator ◽  
Composite Quantile Regression ◽  
Safe Alternative ◽  
Continuous Covariates ◽  
The Cross

In this paper, we study the local composite quantile regression estimator for mixed categorical and continuous data. The local composite quantile estimator is an efficient and safe alternative to the local polynomial method and has been well-studied for continuous covariates. Generalization of the local composite quantile regression estimator to a flexible data structure is appealing to practitioners as empirical studies often encounter categorical data. Furthermore, we study the theoretical properties of the cross-validated bandwidth selection for the local composite quantile estimator. Under mild conditions, we derive the rates of convergence of the cross-validated smoothing parameters to their optimal benchmark values for both categorical and continuous covariates. Monte Carlo experiments show that the proposed estimator may have large efficiency gains compared with the local linear estimator. Furthermore, we illustrate the robustness of the local composite quantile estimator using the Boston housing dataset.

Identification of Essential Proteins in Yeast Using Mean Weighted Average and Recursive Feature Elimination

2019 ◽  
Vol 12 (1) ◽  
pp. 5-10 ◽  
Author(s):  
Sivagnanam Rajamanickam Mani Sekhar ◽  
Siddesh Gaddadevara Matt ◽  
Sunilkumar S. Manvi ◽  
Srinivasa Krishnarajanagar Gopalalyengar
Keyword(s):  
Drug Design ◽  
Weighted Average ◽  
Living Organism ◽  
Experimental Result ◽  
Recursive Feature Elimination ◽  
Protein Interaction Data ◽  
Essential Proteins ◽  
Protein Protein Interaction ◽  
Result Show ◽  
Better Than

Background: Essential proteins are significant for drug design, cell development, and for living organism survival. A different method has been developed to predict essential proteins by using topological feature, and biological features. Objective: Still it is a challenging task to predict essential proteins effectively and timely, as the availability of protein protein interaction data depends on network correctness. Methods: In the proposed solution, two approaches Mean Weighted Average and Recursive Feature Elimination is been used to predict essential proteins and compared to select the best one. In Mean Weighted Average consecutive slot data to be taken into aggregated count, to get the nearest value which considered as prescription for the best proteins for the slot, where as in Recursive Feature Elimination method whole data is spilt into different slots and essential protein for each slot is determined. Results: The result shows that the accuracy using Recursive Feature Elimination is at-least nine percentages superior when compared to Mean Weighted Average and Betweenness centrality. Conclusion: Essential proteins are made of genes which are essential for living being survival and drug design. Different approaches have been proposed to anticipate essential proteins using either experimental or computation methods. The experimental result show that the proposed work performs better than other approaches.

Civil Aeroengine Fault Diagnosis Based on Fuzzy Least Square Support Vector Machine

2011 ◽  
Vol 130-134 ◽  
pp. 2047-2050 ◽  
Author(s):  
Hong Chun Qu ◽  
Xie Bin Ding
Keyword(s):  
Artificial Intelligence ◽  
Machine Learning ◽  
Support Vector Machine ◽  
Fault Diagnosis ◽  
Coefficient Matrix ◽  
Least Square ◽  
Support Vector ◽  
Influence Coefficient ◽  
Structural Risk ◽  
Better Than

SVM(Support Vector Machine) is a new artificial intelligence methodolgy, basing on structural risk mininization principle, which has better generalization than the traditional machine learning and SVM shows powerfulability in learning with limited samples. To solve the problem of lack of engine fault samples, FLS-SVM theory, an improved SVM, which is a method is applied. 10 common engine faults are trained and recognized in the paper.The simulated datas are generated from PW4000-94 engine influence coefficient matrix at cruise, and the results show that the diagnostic accuracy of FLS-SVM is better than LS-SVM.

scholarly journals Intelligent Prediction of Sieving Efficiency in Vibrating Screens

2016 ◽  
Vol 2016 ◽  
pp. 1-7 ◽  
Author(s):  
Bin Zhang ◽  
Jinke Gong ◽  
Wenhua Yuan ◽  
Jun Fu ◽  
Yi Huang
Keyword(s):  
Support Vector Machine ◽  
Cross Validation ◽  
Prediction Performance ◽  
Least Square ◽  
Support Vector ◽  
Adaptive Genetic Algorithm ◽  
Screen Length ◽  
Vibrating Screen ◽  
Working Parameters ◽  
Better Than

In order to effectively predict the sieving efficiency of a vibrating screen, experiments to investigate the sieving efficiency were carried out. Relation between sieving efficiency and other working parameters in a vibrating screen such as mesh aperture size, screen length, inclination angle, vibration amplitude, and vibration frequency was analyzed. Based on the experiments, least square support vector machine (LS-SVM) was established to predict the sieving efficiency, and adaptive genetic algorithm and cross-validation algorithm were used to optimize the parameters in LS-SVM. By the examination of testing points, the prediction performance of least square support vector machine is better than that of the existing formula and neural network, and its average relative error is only 4.2%.

scholarly journals Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression

2020 ◽  
Author(s):  
Hui Tian ◽  
Andrew Yim ◽  
David P. Newton
Keyword(s):  
Quantile Regression ◽  
Forecast Error ◽  
Simulated Data ◽  
Ordinary Least Squares ◽  
Shape Effect ◽  
Forecasting Accuracy ◽  
Forecasting Performance ◽  
Cash Flow Forecasting ◽  
Positive Effect ◽  
Better Than

We show that quantile regression is better than ordinary-least-squares (OLS) regression in forecasting profitability for a range of profitability measures following the conventional setup of the accounting literature, including the mean absolute forecast error (MAFE) evaluation criterion. Moreover, we perform both a simulated-data and an archival-data analysis to examine how the forecasting performance of quantile regression against OLS changes with the shape of the profitability distribution. Considering the MAFE and mean squared forecast error (MSFE) criteria together, we see that the quantile regression is more accurate relative to OLS when the profitability to be forecast has a heavier-tailed distribution. In addition, the asymmetry of the profitability distribution has either a U-shape or an inverted-U-shape effect on the forecasting accuracy of quantile regression. An application of the distributional shape analysis framework to cash flow forecasting demonstrates the usefulness of the framework beyond profitability forecasting, providing additional empirical evidence on the positive effect of tail-heaviness and supporting the notion of an inverted-U-shape effect of asymmetry. This paper was accepted by Shiva Rajgopal, accounting.

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