Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes
Sign Up to like & getrecommendations! Published in 2018 at "Stochastic Environmental Research and Risk Assessment"
DOI: 10.1007/s00477-018-1573-6
Abstract: The goal of quantile regression is to estimate conditional quantiles for specified values of quantile probability using linear or nonlinear regression equations. These estimates are prone to “quantile crossing”, where regression predictions for different quantile… read more here.
Keywords: quantile regression; regression; model; non crossing ... See more keywords
On the graded dual numbers, arcs, and non-crossing partitions of the integers
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DOI: 10.1016/j.jalgebra.2018.08.023
Abstract: We give a combinatorial model for the bounded derived category of graded modules over the dual numbers in terms of arcs on the integer line with a point at infinity. Using this model we describe… read more here.
Keywords: graded dual; derived category; crossing partitions; non crossing ... See more keywords
Bayesian non-crossing quantile regression for regularly varying distributions
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DOI: 10.1080/00949655.2019.1573899
Abstract: ABSTRACT Quantile regression is a very important statistical tool for predictive modelling and risk assessment. For many applications, conditional quantile at different levels are estimated separately. Consequently the monotonicity of conditional quantiles can be violated… read more here.
Keywords: bayesian non; quantile regression; regression; non crossing ... See more keywords
Constrained non-crossing Brownian motions, fermions and the Ferrari–Spohn distribution
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DOI: 10.1088/1742-5468/abe59c
Abstract: A conditioned stochastic process can display a very different behavior from the unconditioned process. In particular, a conditioned process can exhibit non-Gaussian fluctuations even if the unconditioned process is Gaussian. In this work, we revisit… read more here.
Keywords: constrained non; non crossing; ferrari spohn; brownian motions ... See more keywords