One of the most important endpoints in haematopoietic cell transplant research is survival. A common objective is to interrogate which, if any, co-variates correlate with these endpoints. The most ...

Quantile regression offers a versatile framework for characterising the full conditional distribution of a response variable by modelling specified quantiles rather than the mean alone. This approach ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

Quantiles and expectiles analyze the regression model not only at the mean but also in the tails. Financial losses, medical insurance, auction bids, insurance claims and toxicity limits are all areas ...

Phishing is a form of cybercrime in which people are deceived into exposing their personal information which can result in ...