Additionally, additive quantile mixed-effects models have been developed to elucidate nonlinear relationships in patient data, effectively mapping the progression of clinical markers over time [4].

Eric Schmitt, Christopher Tull, Patrick Atwater, EXTENDING BAYESIAN STRUCTURAL TIME-SERIES ESTIMATES OF CAUSAL IMPACT TO MANY-HOUSEHOLD CONSERVATION INITIATIVES, The Annals of Applied Statistics, Vol.

According to a Bitcoin researcher, a quantile regression model indicates that there is a 99% percentile target for BTC at $275,000 by the end of November 2025.

A quantile regression model suggests that Bitcoin will trade in the six-figure range for the majority of 2025.

We propose a value-at-risk model for foreign exchange risk that outperforms traditional benchmark models in- and out-of-sample. The quantile regression model is forward-looking in nature, as directly ...

It is shown that the new backtest provides a sufficient condition to assess the finite sample performance of a quantile model whereas the existing ones do not. The proposed methodology allows us to ...

Abstract This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, ...