Quantile-based classifiers
نویسندگان
چکیده
منابع مشابه
Copula-Based Quantile Autoregression
Parametric copulae are shown to be an attractive device for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific models offers some salient advantages over classical global parametric approaches. Consistency and asymptotic normality of the proposed estimators are established, leading to a general framework for inference and model specificat...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2016
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asw015