19 search results - page 1 / 4 » Kernel estimation for quantile sensitivities |
WSC
2007
13 years 7 months ago
2007
Quantiles, also known as value-at-risk in financial applications, are important measures of random performance. Quantile sensitivities provide information on how changes in the i...
ICDM
2009
IEEE
14 years 3 days ago
2009
IEEE
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
NETCOOP
2009
Springer
13 years 10 months ago
2009
Springer
SODA
1997
ACM
13 years 6 months ago
1997
ACM
The problem of fitting a straight line to a finite collection of points in the plane is an important problem in statistical estimation. Robust estimators are widely used because...
ACML
2009
Springer
14 years 1 days ago
2009
Springer
Many regression schemes deliver a point estimate only, but often it is useful or even essential to quantify the uncertainty inherent in a prediction. If a conditional density estim...