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quantreg
- Referenced in 162 articles
[sw04356]
- inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total ... variation penalized) models for conditional quantiles of a univariate response and several methods for handling...
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CAViaR
- Referenced in 191 articles
[sw04424]
- CAViaR: Conditional autoregressive value at risk by regression quantiles. Value at risk ... quantile of future portfolio values conditional on current information, the conditional autoregressive value at risk...
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qrcm
- Referenced in 14 articles
[sw16728]
- quantile regression coefficient functions. Estimating the conditional quantiles of outcome variables of interest is frequent...
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Quantregforest
- Referenced in 6 articles
[sw14249]
- based ensemble method for estimation of conditional quantiles. It is particularly well suited for high...
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Qtools
- Referenced in 4 articles
[sw27689]
- Quantiles. Functions for unconditional and conditional quantiles. These include methods for transformation-based quantile regression...
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extremefit
- Referenced in 1 article
[sw40017]
- package extremefit: Estimation of Extreme Conditional Quantiles and Probabilities. Extreme value theory, nonparametric kernel estimation ... tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities...
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McSpatial
- Referenced in 2 articles
[sw16522]
- package McSpatial. Locally weighted regression, semiparametric and conditionally parametric regression, fourier and cubic spline functions ... density functions and counterfactuals, nonparametric quantile regression and conditional density functions, Machado-Mata decomposition ... quantile regressions, spatial AR model, repeat sales models, conditionally parametric logit and probit...
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quantreg.nonpar
- Referenced in 1 article
[sw37935]
- models. Provides point estimates of the conditional quantile function and its derivatives based on series...
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forestError
- Referenced in 1 article
[sw39014]
- squared prediction errors, conditional biases, and conditional quantiles, by out-of-bag weighting...
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ivqte
- Referenced in 2 articles
[sw37478]
- distinguish four cases involving conditional and unconditional quantile treatment effects with either exogenous or endogenous...
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exactRankTests
- Referenced in 4 articles
[sw24795]
- Permutation Tests. Computes exact conditional p-values and quantiles using an implementation of the Shift...
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quantilogram
- Referenced in 25 articles
[sw25152]
- inference tools to do this under general conditions, and it can also be used ... based on comparing the correlogram of quantile hits to a pointwise confidence interval...
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BayesLN
- Referenced in 1 article
[sw40972]
- original data scale (like mean and quantiles) do not have posterior moments that are finite (Fabrizi ... estimate several kind of means (unconditional, conditional and conditional ... under a mixed model) and quantiles (unconditional and conditional) are provided...
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ReGenesees
- Referenced in 1 article
[sw18868]
- conditional and joint), Ratios, Shares and Ratios of Shares, Multiple Regression Coefficients and Quantiles. Automated...
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Counterfactual
- Referenced in 1 article
[sw19812]
- conditional distribution of the outcome given the covariates. They can be applied to estimate quantile...
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quantspec
- Referenced in 5 articles
[sw14419]
- Quantile-based spectral analysis: asymptotic theory and computation. In this thesis an alternative method ... information they provide about the conditional distribution the new approach clearly outreaches the traditional, covariance...
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poparms
- Referenced in 2 articles
[sw37460]
- Estimation of multivalued treatment effects under conditional independence. This article discusses the poparms command, which ... property. Our implementation jointly estimates means and quantiles of the potential- outcome distributions, allowing...
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copBasic
- Referenced in 1 article
[sw15588]
- bicopula are provided; simulation by the conditional distribution method thus is supported. Bicopula Ccomposition, convex ... comoments for copula inference are available. Quantile and median regressions for V with respect...
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CSDP
- Referenced in 206 articles
[sw00169]
- CSDP, A C Library for Semidefinite Programming. This...
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EViews
- Referenced in 39 articles
[sw00254]
- Eviews supports general statistical analysis and econometric analyses...