Quantile regression offers a more complete statistical model than mean regression and now has widespread applications. Consequently, we provide a review of this technique. We begin with an ...
Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
Longitudinal data are often plagued with sparsity of time points where measurements are available. The functional data analysis perspective has been shown to provide an effective and flexible approach ...
A compound Poisson distribution is the sum of independent and identically distributed random variables over a count variable that follows a Poisson distribution. Generally, this distribution is not ...
Within the loss distribution approach framework, the required capital is the 99.9% value-at-risk of the annual loss distribution, which is based on the fit of the severity and frequency distributions ...
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