603 search results - page 1 / 121 » Quantile Sensitivity Estimation |
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...
NETCOOP
2009
Springer
13 years 9 months ago
2009
Springer
CSDA
2010
13 years 4 months ago
2010
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...
NIPS
2007
13 years 6 months ago
2007
We investigate quantile regression based on the pinball loss and the ǫ-insensitive loss. For the pinball loss a condition on the data-generating distribution P is given that ensu...
ICDM
2009
IEEE
13 years 11 months 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 ...