Quantile regression has emerged as a significant extension of traditional linear models and its potential in survival applications has recently been recognized. In this paper we study quantile ...

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 ...

Immunotherapy has been approved to treat many tumor types. However, one characteristic of this therapeutic class is that survival benefit is due to late immune response, which leads to a delayed ...

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 ...