as well as quantile regression to weather risk indicators that are relevant from the viewpoint of agricultural production …

elements of CoVaR estimation are two levels of quantile regression: one on market risk factors; another on individual risk … factor. Tests on the functional form of the two-level quantile regression reject the linearity. A flexible semiparametric …

regression is a technique to estimate such curves. In a flexible modeling framework, a specific form of the quantile is not a …

as well as quantile regression to weather risk indicators that are relevant from the viewpoint of agricultural production …

elements of CoVaR estimation are two levels of quantile regression: one on market risk factors; another on individual risk … factor. Tests on the functional form of the two-level quantile regression reject the linearity. A flexible semiparametric … ; Value-at-Risk ; quantile regression ; locally linear quantile regression ; partial linear model ; semiparametric model …

We consider theoretical bootstrap "coupling" techniques for nonparametric robust smoothers and quantile regression, and … developed for additive models with both symmetric error distributions and further extension to the quantile regression framework …

time series setting in the context of a single-index model for a generalized quantile regression framework. We can thus …

Quantile regression is in the focus of many estimation techniques and is an important tool in data analysis. When it … regression, a dimensionality problem. We propose a projection based single index model specification. For very high dimensional … achieved by combining semiparametric ideas with variable selection techniques. -- quantile single-index regression ; minimum …

regression is a technique to estimate such curves. In a flexible modeling framework, a specific form of the quantile is not a …