The calculation of nonparametric quantile regression curve estimates is often computationally intensive, as typically an expensive nonlinear optimization problem is involved. This article proposes a ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of neural network quantile regression. The goal of a quantile regression problem is to predict a single numeric ...

Dependent censoring occurs in many biomedical studies and poses considerable methodological challenges for survival analysis. We develop a new approach for analyzing dependently censored data by ...

Two forms of CoVaR have recently been introduced in the literature for measuring systemic risk, differing on whether or not the conditioning is on a set of measure zero. We focus on the former, and ...

This paper illustrates the validation of a mortgage prepayment forecasting model using a dynamic bivariate-choice regression method. The results demonstrate that the dynamic bivariate-choice ...