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 ...
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 ...
Journal of Hydrometeorology, Vol. 17, No. 6 (June 2016), pp. 1869-1883 (15 pages) ABSTRACT Classical regression models are widely used in hydrological regional frequency analysis (RFA) in order to ...
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 ...
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 ...
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