43 search results - page 2 / 9 » Functional nonparametric estimation of conditional extreme q... |
112
Voted
TIT
2011
14 years 10 months ago
2011
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
147
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ACML
2009
Springer
15 years 10 months 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...
121
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HICSS
2002
IEEE
15 years 8 months ago
2002
IEEE
We propose a class of alternative stochastic volatility models for electricity prices using the quantile function modeling approach. Specifically, we fit marginal distributions ...
102
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CSDA
2007
15 years 3 months ago
2007
Given a sample of n observations y1, . . . , yn at time points t1, . . . , tn we consider the problem of specifying a function ˜f such that ˜f • is smooth, • fits the data ...
132
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JMLR
2010
14 years 10 months ago
2010
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLMs), a new method of nonparametric regression that accommodates continuous and categorical inputs, models ...