This paper investigated the impact of financial integration on economic development using the dynamic panel quantile estimator on a sample of 95 countries from 2004-2019. The results showed that the ...

The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections.

One solution is to ditch the standard linear regression and replace it with quantile regression, which is less vulnerable to extreme data points. What’s the difference in these regressions?

Beta regression offers a robust framework for analysing data that are confined to the unit interval, enabling researchers to model proportions, probabilities, and other fractional outcomes with ...

Abstract 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 ...

In this paper, we suggest to use quantile regression for survival data to quantify the long-term benefit of immunotherapy. Our motivation is that this approach is not trial-specific and provides ...