Value–at–Risk Prediction: A Comparison of Alternative Strategies∗ Keith Kuestera a Stefan Mittnikb c d †

Source URL: www.keithkuester.eu

• Statistics
• Mathematical analysis
• Probability
• Probability distributions
• Regression analysis
• Linear regression
• Normal distribution
• Quantile regression
• Quantile function
• Beta distribution
• Value at risk
• Skewness

doi:j.jbankfin

Source URL: www.wiwi.uni-passau.de

• Statistics
• Probability
• Mathematical analysis
• Actuarial science
• Independence
• Multivariate statistics
• Copula
• Probability distributions
• Correlation and dependence
• Normal distribution
• Quantile function
• Financial correlation

The Method of Simulated Quantiles Yves Dominicy∗ and David Veredas † First draft: DecemberThis version: May 2010

Source URL: www.istfin.eco.usi.ch

• Statistics
• Mathematical analysis
• Statistical theory
• Probability distributions
• Estimation theory
• Summary statistics
• Quantile
• Bayesian statistics
• Normal distribution
• Stable distribution
• Central limit theorem
• Characteristic function

Reservoir Modeling with GSLIB Data Preparation and Statistical Displays • •

Source URL: www.statios.com

• Statistics
• Summary statistics
• Probability distributions
• Quantile
• QQ plot
• Geostatistics
• Cumulative distribution function
• PP plot
• Normal distribution
• Plot
• Histogram
• Median

Quantile Cross-Spectral Measures of Dependence between Economic Variables⇤ Jozef Barun´ık†and Tobias Kley‡ October 23, 2015 Abstract

Source URL: www.cb.cityu.edu.hk

• Statistics
• Mathematical analysis
• Probability
• Signal processing
• Regression analysis
• Covariance and correlation
• Independence
• Summary statistics
• Quantile function
• Quantile
• Normal distribution
• Correlation and dependence

Deviations from Core Prices and Income Inequality in the Arab World Rolando Gonzales Martinez (Bayesian Institute for Research on Development) Andrea Rojas-Hosse (Bayesian Institute for Research on Development)

Source URL: iariw.org

• Income distribution
• Economic inequality
• Welfare economics
• Distribution of wealth
• Summary statistics
• Gini coefficient
• Quantile regression
• Kuznets curve
• Inflation
• Economic growth
• Regression analysis
• Loss function

Conditional Systemic Risk with Penalized Copula 31st July 2015 Ostap Okhrin⇤ Alexander Ristig†

Source URL: www.cb.cityu.edu.hk

• Financial risk
• Actuarial science
• Mathematical finance
• Independence
• Financial crises
• Expected shortfall
• Risk measure
• Systemic risk
• Financial contagion
• Quantile function
• Quantile
• Copula

Quantile Regression: Overview and Selected Applications This overview was written in FebruaryRoger Koenker's lecture notes from the Netherlands Network of Economics Workshop in Groningen, December 2003, provi

Source URL: www.ad-astra.ro

• Regression analysis
• Econometrics
• Estimation theory
• Quantile regression
• Parametric statistics
• Probability distributions
• Quantile function
• Linear regression
• QQ plot
• Quantile
• Survival analysis
• Normal distribution

NRES 798 — Lab 5 Distributions, summary statistics Graph the PDF f (x), CDF F (x) and quantile function F −1 (p) for the normal, uniform, log-normal, and exponential distributions (?Distributions). Hint: curve(dnorm(

Source URL: web.unbc.ca

Ann Inst Stat Math:573–594 DOIs10463x The sinh-arcsinhed logistic family of distributions: properties and inference Arthur Pewsey · Toshihiro Abe

Source URL: www.ism.ac.jp

• Logistic distribution
• Skewness
• Statistics
• Probability and statistics
• Quantile function