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Conformalized temporal convolutional quantile regression networks for wind power interval forecasting 期刊论文
ENERGY, 2022, 卷号: 248, 页码: 16
作者:  Hu, Jianming;  Luo, Qingxi;  Tang, Jingwei;  Heng, Jiani;  Deng, Yuwen
收藏  |  浏览/下载:53/0  |  提交时间:2023/02/07
Wind power interval prediction  Temporal convolutional network  Conformalized quantile regression  
A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2022, 卷号: 168, 页码: 14
作者:  Su, Miaomiao;  Wang, Qihua
收藏  |  浏览/下载:122/0  |  提交时间:2022/04/02
High dimensions  Missing at random  Marginal response quantile  Optimal weights  Selection probability function  
SPARSE COMPOSITE QUANTILE REGRESSION WITH ULTRAHIGH-DIMENSIONAL HETEROGENEOUS DATA 期刊论文
STATISTICA SINICA, 2022, 卷号: 32, 期号: 1, 页码: 459-475
作者:  Qu, Lianqiang;  Hao, Meiling;  Sun, Liuquan
收藏  |  浏览/下载:124/0  |  提交时间:2022/04/02
Quantile regression  sparsity  ultrahigh-dimensional data  variable screening  
Jackknife model averaging for high-dimensional quantile regression 期刊论文
BIOMETRICS, 2021, 页码: 12
作者:  Wang, Miaomiao;  Zhang, Xinyu;  Wan, Alan T. K.;  You, Kang;  Zou, Guohua
收藏  |  浏览/下载:124/0  |  提交时间:2022/04/02
asymptotic optimality  high-dimensional quantile regression  marginal quantile utility  model averaging  
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets 期刊论文
SIAM JOURNAL ON FINANCIAL MATHEMATICS, 2021, 卷号: 12, 期号: 3, 页码: 1054-1111
作者:  Wang, Xiangyu;  Xia, Jianming
收藏  |  浏览/下载:122/0  |  提交时间:2022/04/02
expected utility maximization  stochastic dominance  tail risk management  risk sharing  quantile formulation  
Deterministic and probabilistic wind speed forecasting with de-noising-reconstruction strategy and quantile regression based algorithm 期刊论文
RENEWABLE ENERGY, 2020, 卷号: 162, 页码: 1208-1226
作者:  Hu, Jianming;  Heng, Jiani;  Wen, Jiemei;  Zhao, Weigang
收藏  |  浏览/下载:137/0  |  提交时间:2021/04/26
Renewable energy  Complete empirical mode decomposition with adaptive noise  Quantile regression neural network  Wind speed forecasting  Distance correlation  
Quantile Regression under Local Misspecification 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2020, 卷号: 36, 期号: 4, 页码: 790-802
作者:  Duan, Xiao-gang;  Wang, Qi-hua
收藏  |  浏览/下载:153/0  |  提交时间:2021/04/26
frequentist model averaging  focus information criterion  local framework  quantile regression  
The heterogeneous effect of socioeconomic driving factors on PM2.5 in China's 30 province-level administrative regions: Evidence from Bayesian hierarchical spatial quantile regression 期刊论文
ENVIRONMENTAL POLLUTION, 2020, 卷号: 264, 页码: 10
作者:  Zou, Qingrong;  Shi, Jian
收藏  |  浏览/下载:126/0  |  提交时间:2020/09/23
Quantile regression  Spatial method  Bayesian inference  PM2.5 pollution  Socioeconomic factors  
Quantile regression in big data: A divide and conquer based strategy 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2020, 卷号: 144, 页码: 17
作者:  Chen, Lanjue;  Zhou, Yong
收藏  |  浏览/下载:161/0  |  提交时间:2020/05/24
Data stream  Divide and conquer  Estimating equation  Massive data sets  Quantile regression  
A distributed quantile estimation algorithm of heavy-tailed distribution with massive datasets 期刊论文
MATHEMATICAL BIOSCIENCES AND ENGINEERING, 2020, 卷号: 18, 期号: 1, 页码: 214-230
作者:  Xie, Xiaoyue;  Shi, Jian
收藏  |  浏览/下载:101/0  |  提交时间:2021/04/26
distributed algorithm  big data  high quantile estimation  heavy-tailed distribution  Peak Over Threshold method