Bera, Anil K.; Ghosh, Aurobindo - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-20
potential and revisit this underutilized technique of FGA with a historical perspective. We explore a new non-parametric … regression method called Fractile Regression where we condition on the ranks of the covariate and compare it with existing …