Tail‐Robust Quantile Normalization
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DOI: 10.1002/pmic.202000068
Abstract: High‐throughput biological data—such as mass spectrometry (MS)‐based proteomics data—suffer from systematic non‐biological variance due to systematic errors. This hinders the estimation of “real” biological signals and, in turn, decreases the power of statistical tests and… read more here.
Keywords: intensity; robust quantile; normalization; tail robust ... See more keywords
Robust quantile estimation under bivariate extreme value models
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DOI: 10.1007/s10687-019-00362-2
Abstract: In risk quantification of extreme events in multiple dimensions, a correct specification of the dependence structure among variables is difficult due to the limited size of effective data. This paper studies the problem of estimating… read more here.
Keywords: quantile estimation; bivariate extreme; extreme value; robust quantile ... See more keywords
Short and long-term volatility transmission from oil to agricultural commodities – The robust quantile regression approach
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DOI: 10.1016/j.bir.2020.10.008
Abstract: Abstract This paper investigates permanent and transitory spillover effects from Brent oil futures to four agricultural futures – corn, wheat, soybean and canola. We construct permanent and transitory volatilities via component GARCH model, considering six… read more here.
Keywords: quantile regression; volatility; robust quantile; agricultural commodities ... See more keywords