paper-with-me

홈 › Papers

Compensatory model for quantile estimation and application to VaR

2021-12-14 · Shuzhen Yang

In contrast to the usual procedure of estimating the distribution of a time series and then obtaining the quantile from the distribution, we develop a compensatory model to improve the quantile estimation under a given distribution estimation. A novel penalty term is introduced in the compensatory model. We prove that the penalty term can control the convergence error of the quantile estimation of a given time series, and obtain an adaptive adjusted quantile estimation. Simulation and empirical analysis indicate that the compensatory model can significantly improve the performance of the value at risk (VaR) under a given distribution estimation.

📄 PDF Abstract BibTeX arXiv:2112.07278

Code (0)

등록된 구현이 없습니다.

Tasks

Time SeriesTime Series Analysis

Similar Papers 제목 키워드 기반

Misspecifying non-compensatory as compensatory IRT: analysis of estimated skills and variance

2025-07-21 · Hiroshi Tamano, Hideitsu Hino, Daichi Mochihashi arxiv

Multidimensional item response theory is a statistical test theory used to estimate the latent skills of learners and the difficulty levels of problems based on test results. Both compensatory and non-compensatory models…

Dynamical Non-compensatory Multidimensional IRT Model Using Variational Approximation

2026-09-09 · Hiroshi Tamano, Daichi Mochihashi arxiv

Multidimensional item response theory (MIRT) is a statistical test theory that precisely estimates multiple latent skills of learners from the responses in a test. Both compensatory and non-compensatory models have been …

Sequential Quantiles via Hermite Series Density Estimation

2015-07-17 · Michael Stephanou, Melvin Varughese, Iain Macdonald

Sequential quantile estimation refers to incorporating observations into quantile estimates in an incremental fashion thus furnishing an online estimate of one or more quantiles at any given point in time. Sequential qua…

Data SummarizationSequential Distribution Function EstimationSequential Quantile Estimation

A PyTorch Framework for Scalable Non-Crossing Quantile Regression

2025-10-25 · Kaihua Chang arxiv

Quantile regression is fundamental to distributional modeling, yet independent estimation of multiple quantiles frequently produces crossing -- where estimated quantile functions violate monotonicity, implying impossible…

Right-to-Act: A Pre-Execution Non-Compensatory Decision Protocol for AI Systems

2026-04-27 · Gadi Lavi arxiv

Current AI systems increasingly operate in contexts where their outputs directly trigger real-world actions. Most existing approaches to AI safety, risk management, and governance focus on post-hoc validation, probabilis…