Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

Using a simplified approach developed by Severini and Tripathi (2001), we calculate the semiparametric efficiency bound for the finite-dimensional parameters of censored linear regression models with ...

The Income Tax department is exploring usage of artificial intelligence (AI) to build regression models to identify deviations and errors in tax filing and separate those deviations for further ...