分位数（Quantile），亦称分位点，是指将一个随机变量的概率分布范围分为几个等份的数值点，常用的有中位数（即二分位数）、四分位由3个部分 ...

For example, adaptations of the unit Burr-XII distribution for quantile regression modelling have demonstrated enhanced flexibility in accommodating varying data dispersions and asymmetric shapes [2].

We propose a penalized quantile regression and an independence screening procedure to identify important covariates and to exclude unimportant ones for a general class of ultrahigh dimensional single ...

First, we provide details of the quantile regression model for right-censored data, the inference, and the goodness of fit. Next, we illustrate the methodology with a reconstructed dataset from a ...

In this paper, we consider the nonparametric estimation of a broad class of quantile regression models, in which the partially linear, additive, and varying coefficient models are nested. We propose ...

As a result, running linear and quantile regression yields similar results. (Note: the QR model uses the median quantile in this example.) ...

You can then modify the model's prediction method by adding some constant to the normal predicted values so that 80% of the predictions are greater than the associated target values. This naive ...

But in neural network quantile regression, you must also watch the current quantile value to make sure you approach the desired quantile percentile value. Evaluating and Using the Neural Network ...

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...