Imagen de Portada

A simulation study comparing statistical approaches for estimating extreme quantile regression with an application to forecasting of fire risk

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Bernoussi, Amina El, Arrouchi, Mohamed El
Formato:	Preprint
Publicado:	2025
Materias:	Methodology
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A New Regression Model for Analyzing Non-Stationary Extremes in Response and Covariate Variables with an Application in Meteorology
por: Bernoussi, Amina El, et al.
Publicado: (2025)

Dynamic Bayesian regression quantile synthesis for forecasting outlook-at-risk
por: Kobayashi, Genya, et al.
Publicado: (2026)

Generalized random forest for extreme quantile regression
por: Vidagbandji, Lucien M., et al.
Publicado: (2025)

An efficient hybrid approach of quantile and expectile regression
por: Atanane, Abdellah, et al.
Publicado: (2025)

Locally sparse estimation for simultaneous functional quantile regression
por: Hu, Boyi, et al.
Publicado: (2026)

Global quantile regression
por: Mrkvička, Tomáš, et al.
Publicado: (2023)

Convolution-smoothing based locally sparse estimation for functional quantile regression
por: Liu, Hua, et al.
Publicado: (2025)

Inference on multiple quantiles in regression models by a rank-score approach
por: De Santis, Riccardo, et al.
Publicado: (2025)

Extreme quantile regression with deep learning
por: Richards, Jordan, et al.
Publicado: (2024)

One-dimensional quantile-stratified sampling and its application in statistical simulations
por: O'Neill, Ben
Publicado: (2025)

Interval-censored linear quantile regression
por: Choi, Taehwa, et al.
Publicado: (2024)

Non-crossing convex quantile regression
por: Dai, Sheng, et al.
Publicado: (2022)

Change-plane analysis in functional response quantile regression
por: Guan, Xin, et al.
Publicado: (2025)

Multinomial probit model based on joint quantile regression
por: Okabe, Masaaki, et al.
Publicado: (2025)

The $\infty$-S test via regression quantile affine LASSO
por: Sardy, Sylvain, et al.
Publicado: (2024)

On function-on-function linear quantile regression
por: Mutis, Muge, et al.
Publicado: (2025)

Model averaging with mixed criteria for estimating high quantiles of extreme values: Application to heavy rainfall
por: Shin, Yonggwan, et al.
Publicado: (2025)

Nonparametric quantile regression for spatio-temporal processes
por: Deb, Soudeep, et al.
Publicado: (2024)

Asymptotically-exact selective inference for quantile regression
por: Wang, Yumeng, et al.
Publicado: (2024)

General Bayesian quantile regression for counts via generative modeling
por: Yamauchi, Yuta, et al.
Publicado: (2024)

Optimal subsampling for functional composite quantile regression in massive data
por: Pan, Jingxiang, et al.
Publicado: (2024)

Bayesian structured additive quantile regression for inflated bounded data
por: Queiroz, Francisco F., et al.
Publicado: (2026)

A lack-of-fit test for quantile regression models with high-dimensional covariates
por: Conde-Amboage, Mercedes, et al.
Publicado: (2015)

Penalized function-on-function linear quantile regression
por: Beyaztas, Ufuk, et al.
Publicado: (2025)

Distributional outcome regression via quantile functions and its application to modelling continuously monitored heart rate and physical activity
por: Ghosal, Rahul, et al.
Publicado: (2023)

Semiparametric model averaging for high-dimensional quantile regression with nonignorable nonresponse
por: Xiong, Wei, et al.
Publicado: (2025)

Semiparametric copula-based quantile regression for semicontinuous outcomes with application to healthcare data
por: Lyu, Guanjie, et al.
Publicado: (2026)

Valid standard errors for Bayesian quantile regression with clustered and independent data
por: Ji, Feng, et al.
Publicado: (2024)

Invariant quantile regression for heterogeneous environments
por: Fu, Bo, et al.
Publicado: (2026)

Functional conditional volatility modeling with missing data: inference and application to energy commodities
por: Djeniah, Abdelbasset, et al.
Publicado: (2023)

Length-biased Birnbaum-Saunders quantile regression with application to water evaporation
por: Saulo, Helton, et al.
Publicado: (2026)

A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering
por: Jiménez-Varón, Cristian F., et al.
Publicado: (2023)

Modern extreme value statistics for Utopian extremes
por: Richards, Jordan, et al.
Publicado: (2023)

Simulation study to evaluate when Plasmode simulation is superior to parametric simulation in estimating the mean squared error of the least squares estimator in linear regression
por: Stolte, Marieke, et al.
Publicado: (2023)

Bridging the gap between experimental burden and statistical power for quantiles equivalence testing
por: Wu, Jun, et al.
Publicado: (2025)

Successive classification learning for estimating quantile optimal treatment regimes
por: Xia, Junwen, et al.
Publicado: (2025)

Parametric multi-fidelity Monte Carlo estimation with applications to extremes
por: Kim, Minji, et al.
Publicado: (2024)

Variance estimation for Sequential Monte Carlo Algorithms: a backward sampling approach
por: idrissi, Yazid Janati El, et al.
Publicado: (2022)

A novel density-based approach for estimating unknown means, distribution visualisations and meta-analyses of quantiles
por: De Livera, Alysha M, et al.
Publicado: (2024)

A robust mixed-effects quantile regression model using generalized Laplace mixtures to handle outliers and skewness
por: Burger, Divan A., et al.
Publicado: (2025)