Weighted Quantile Regression Theory And Its Application

Journal of Data Science ◽

10.6339/jds.201901_17(1).0007 ◽

2021 ◽

pp. 145-160

Author(s):

Wei Xiong ◽

Maozai Tian

Keyword(s):

Quantile Regression ◽

Regression Theory ◽

Weighted Quantile Regression

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Weighted Quantile Regression Theory And Its Application Weibull Distribution As An Actuarial Risk Model: Computation Of Its Probability Of Ultimate Ruin And The Moments Of The Time To Ruin, Deficit At Ruin And Surplus Prior To Ruin

Journal of Data Science ◽

10.6339/jds.201901_17(1).0008 ◽

2021 ◽

Vol 17 (1) ◽

pp. 161-194

Author(s):

Jagriti Das ◽

Dilip C. Nath

Keyword(s):

Weibull Distribution ◽

Quantile Regression ◽

Model Computation ◽

Deficit At Ruin ◽

Actuarial Risk ◽

Regression Theory ◽

Weighted Quantile Regression

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Geographically Weighted Quantile Regression (GWQR): An Application to U.S. Mortality Data

Geographical Analysis ◽

10.1111/j.1538-4632.2012.00841.x ◽

2012 ◽

Vol 44 (2) ◽

pp. 134-150 ◽

Author(s):

Vivian Yi-Ju Chen ◽

Wen-Shuenn Deng ◽

Tse-Chuan Yang ◽

Stephen A. Matthews

Keyword(s):

Quantile Regression ◽

Mortality Data ◽

Weighted Quantile Regression

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Exploring Heterogeneities with Geographically Weighted Quantile Regression: An Enhancement Based on the Bootstrap Approach

Geographical Analysis ◽

10.1111/gean.12229 ◽

2020 ◽

Vol 52 (4) ◽

pp. 642-661

Author(s):

Vivian Yi‐Ju Chen ◽

Tse‐Chuan Yang ◽

Stephen A. Matthews

Keyword(s):

Quantile Regression ◽

Bootstrap Approach ◽

Weighted Quantile Regression

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Weighted quantile regression in varying-coefficient model with longitudinal data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2020.106915 ◽

2020 ◽

Vol 145 ◽

pp. 106915

Author(s):

Fangzheng Lin ◽

Yanlin Tang ◽

Zhongyi Zhu

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Varying Coefficient Model ◽

Varying Coefficient ◽

Weighted Quantile Regression

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Weighted quantile regression with nonelliptically structured covariates

Canadian Journal of Statistics ◽

10.1002/cjs.5550360407 ◽

2008 ◽

Vol 36 (4) ◽

pp. 595-611 ◽

Author(s):

MatÃas SalibiÃ¡n-Barrera ◽

Ying Wei

Keyword(s):

Quantile Regression ◽

Weighted Quantile Regression

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Weighted quantile regression for longitudinal data

Computational Statistics ◽

10.1007/s00180-014-0550-x ◽

2014 ◽

Vol 30 (2) ◽

pp. 569-592 ◽

Author(s):

Xiaoming Lu ◽

Zhaozhi Fan

Keyword(s):

Longitudinal Data ◽

Quantile Regression ◽

Weighted Quantile Regression

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Forecasting daily supermarket sales using exponentially weighted quantile regression

European Journal of Operational Research ◽

10.1016/j.ejor.2006.02.006 ◽

2007 ◽

Vol 178 (1) ◽

pp. 154-167 ◽

Author(s):

James W. Taylor

Keyword(s):

Quantile Regression ◽

Weighted Quantile Regression ◽

Exponentially Weighted

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Structure identification and model selection in geographically weighted quantile regression models

Spatial Statistics ◽

10.1016/j.spasta.2018.05.003 ◽

2018 ◽

Vol 26 ◽

pp. 21-37 ◽

Author(s):

Wentao Wang ◽

Shoufang Xu ◽

Tianshun Yan

Keyword(s):

Model Selection ◽

Quantile Regression ◽

Regression Models ◽

Structure Identification ◽

Weighted Quantile Regression

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General composite quantile regression: Theory and methods

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2019.1568493 ◽

2019 ◽

Vol 49 (9) ◽

pp. 2217-2236

Author(s):

Yanke Wu ◽

Maozai Tian ◽

Man-Lai Tang

Keyword(s):

Quantile Regression ◽

Composite Quantile Regression ◽

Regression Theory

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An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR

Statistical Methods & Applications ◽

10.1007/s10260-015-0332-9 ◽

2015 ◽

Vol 25 (2) ◽

pp. 285-320 ◽

Author(s):

Qifa Xu ◽

Cuixia Jiang ◽

Yaoyao He

Keyword(s):

Quantile Regression ◽

Weighted Quantile Regression ◽

Exponentially Weighted

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