College of Mathematical and Statistics, Sichuan University of Science and Engineering, Zigong, China. In past studies, quantile regression and expectile regression have established a solid theoretical ...

Journal of Hydrometeorology, Vol. 17, No. 6 (June 2016), pp. 1869-1883 (15 pages) ABSTRACT Classical regression models are widely used in hydrological regional frequency analysis (RFA) in order to ...

We study censored quantile regression with covariates measured with errors. We propose a composite quantile objective function based on inverse censoring-probability weighting, and an averaging ...

Abstract: The volatility and uncertainty of electricity prices due to renewable energy sources create challenges for electricity trading, necessitating reliable probabilistic electricity-price ...