In this paper we propose a multivariate quantile regression framework to forecast Value at Risk (VaR) and Expected Shortfall (ES) of multiple financial assets simultaneously, extending Taylor (2019). We generalize the Multivariate Asymmetric Laplace (MAL) joint Petrella Raponi (2019) time-varying setting, which allows us specify dynamic process for evolution both VaR ES each asset. The proposed...

In this study, Geographically Weighted Trivariate Weibull Regression (GWTWR) model and parameter estimation procedure are proposed. GWTWR is trivariate Weibull regression model which all of the regression parameters depend on the geographical location, and parameter estimation is done locally at each location in the study area. The location is expressed as a point coordinate in two-dimensional ...

BACKGROUND Profile regression is a Bayesian statistical approach designed for investigating the joint effect of multiple risk factors. It reduces dimensionality by using as its main unit of inference the exposure profiles of the subjects that is, the sequence of covariate values that correspond to each subject. OBJECTIVES We applied profile regression to a case-control study of lung cancer in...

Abstract To propose an effective and reasonable excavation plan for rock joints to control the overall stability of surrounding mass predict prevent engineering disasters, this study is aimed at predicting joint shear strength using combined algorithm by support vector regression (SVR) firefly (FA). The dataset collected was employed as output prediction, roughness coefficient (JRC), uniaxial c...

In this study we report the results of thumb carpometacarpal (CMC) joint replacements in the Norwegian population over a 17-year period. In total, 479 primary replacements performed from 1994 to 2011 were identified in the Norwegian Arthroplasty Register. Implant survival and risk of revision were analyzed using Cox regression analyses. Four different implant designs were compared and time tren...

We study discriminative joint density models, that is, generative models for the joint density p(c,x) learned by maximizing a discriminative cost function, the conditional likelihood. We use the framework to derive generative models for generalized linear models, including logistic regression, linear discriminant analysis, and discriminative mixture of unigrams. The benefits of deriving the dis...

The aim of this paper is to investigate the factors influencing the choice between establishing a wholly-owned subsidiary (WOS) or entering into a joint venture (JV) as made by Catalan manufacturing firms investing abroad. The validity of certain key transaction-cost hypotheses in this case is tested using binomial logistic regression. Results indicate that a Catalan manufacturing firm is more ...

BACKGROUND The frontal plane projection angle (FPPA) is frequently used as a measure of dynamic knee valgus during functional tasks, such as the single leg squat. Increased dynamic knee valgus is observed in people with knee pathologies including patellofemoral pain and anterior cruciate injury. As the foot is the primary interface with the support surface, foot and ankle mobility may affect th...