One of the most important endpoints in haematopoietic cell transplant research is survival. A common objective is to interrogate which, if any, co-variates correlate with these endpoints. The most ...

Bayesian quantile regression extends the classical quantile regression framework by embedding it within a probabilistic paradigm, allowing direct inference on conditional quantiles through ...

Immunotherapy has been approved to treat many tumor types. However, one characteristic of this therapeutic class is that survival benefit is due to late immune response, which leads to a delayed ...

In this paper we propose a semi-parametric, parsimonious value-at-risk forecasting model based on quantile regression and readily available market prices of option contracts from the over-the-counter ...

Phishing is a form of cybercrime in which people are deceived into exposing their personal information which can result in ...

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...