Hohsuk Noh
Biographic Data
| ID | 8921480 |
|---|---|
| NAME | Hohsuk Noh |
| GIVEN NAMES | Hohsuk |
| FAMILY NAME | Noh |
| SIGNATURE | NOH H |
| AFFILIATIONS | UCLouvain |
| ORCID | 0009-0000-4960-7629 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2015 |
| LATEST PUBLICATION YEAR | 2015 |
| H-INDEX | 0 |
Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
We consider a new approach in quantile regression modeling based on the copula function that defines the dependence structure between the variables of interest. The key idea of this approach is to rewrite the characterization of a regression quantile in terms of a copula and marginal distributions. After the copula and the marginal distributions are estimated, the new estimator is obtained as the weighted quantile of the response variable in the …
No prominent works on this page.
Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
We consider a new approach in quantile regression modeling based on the copula function that defines the dependence structure between the variables of interest. The key idea of this approach is to rewrite the characterization of a regression quantile in terms of a copula and marginal distributions. After the copula and the marginal distributions are estimated, the new estimator is obtained as the weighted quantile of the response variable in the …
Advanced Statistical Methods and Models (1 work) · Conditional probability distribution (1 work) · Covariate (1 work) · Cumulative distribution function (1 work) · Econometrics (1 work) · Estimator (1 work) · Financial Risk and Volatility Modeling (1 work) · Marginal distribution (1 work) · Mathematics (1 work) · Multivariate statistics (1 work)