Browse Dissertations and Theses - Statistics by Subject "Quantile"

  • Hsu, Ya-Hui (2010-08-20)
    The statistical inference based on the ordinary least squares regression is sub-optimal when the distributions are skewed or when the quantity of interest is the upper or lower tail of the distributions. For example, the ...

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  • Choi, Seokwoo (2014-09-16)
    Quantile autoregression (QAR) provides an alternative way to study asymmetric dynamics and local persistence in time series. It is particularly attractive for censored data, where the classical autoregressive models are ...

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