Beta regression offers a robust framework for analysing data that are confined to the unit interval, enabling researchers to model proportions, probabilities, and other fractional outcomes with ...

This paper investigated the impact of financial integration on economic development using the dynamic panel quantile estimator on a sample of 95 countries from 2004-2019. The results showed that the ...

One of the more difficult challenges for modeling is deciding how (or if) to deal with extreme data points. It’s a common problem in economic and financial numbers. Fat tailed distributions are ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 46, No. 4 (1997), pp. 463-476 (14 pages) Patients infected with the human immunodeficiency virus (HIV) generally ...

Immunotherapy has been approved to treat many tumor types. However, one characteristic of this therapeutic class is that survival benefit is due to late immune response, which leads to a delayed ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

Understanding the key drivers of prices and energy consumption is an important issue, which is complicated because the distributions of prices and consumption are asymmetric and fat-tailed. That is, ...