A Multivariate Generalization of Quantile-Quantile Plots
分位数—分位数图的多元推广AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究通用多元分布诊断图,未涉及条件分位数估计或经济分布效应,故不归入微观分布方向。
分位数—分位数图的多元推广AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
In this article we present a multivariate generalization of quantile-quantile (Q-Q) plots. Like univariate Q-Q plots, these plots are useful for examining the distributional shape of multivariate point clouds. These plots are based on finding a matching between the points of the data set whose shape is being examined and a reference sample. Graphical displays of how well the point clouds match are then developed. The reference sample used as the basis for comparison is typically derived from a random sample from a known multivariate distribution. The approach presented in this article is both a direct extension of the usual univariate Q-Q plot and truly multivariate in nature. It is truly multivariate in that the displays we develop show different aspects of one multivariate comparison between the data and the reference sample. This is unlike most generalizations of Q-Q plots to the multivariate case, which are based on making standard univariate Q-Q plots after some function of the multivariate observations has been used to reduce the dimension of the problem. Our method is also not tied to any specific reference distribution such as the multivariate normal. Furthermore, because it is truly multivariate, it is capable of uncovering certain kinds of features in the data that can be very difficult to detect using standard approaches.
组间不平衡下的风险异质性稳健推断
Population-level heterogeneity is ubiquitous in biomedical data, where differences across demographic or clinical subgroups can substantially alter risk patterns. For example, in intensive care unit (ICU) studies, the mortality risk associated with specific admission diagnoses can vary across ethnic groups. Existing approaches for detecting risk heterogeneity are often sensitive to baseline model misspecification and regularization bias, both of which commonly arise in…
高维稀疏组卷积平滑分位数回归
In many applications, covariates are naturally organized into groups, yet conventional group-selection methods often retain all variables within selected groups, failing to achieve within-group sparsity. To address this limitation, we propose an adaptive two-stage sparse-group selection procedure for high-dimensional quantile regression. The proposed method integrates convolution-smoothed quantile loss with $\ell_{2,0}$ and $\ell_0$ penalties to identify important groups and…
无需VaR预测的期望损失E-回测:时间序列模型下的方法
Expected Shortfall (ES) measures the average size of tail losses. Its sequential backtests typically also require a Value-at-Risk (VaR) forecast. We develop two e-backtesting methods using only observed losses and ES forecasts: one for iid losses only and the other for time series under an AR-GARCH conditional VaR structure. Under the stated assumptions, both control false rejections at any stopping time. For the time-series method, validity requires a fixed…
The conditional average treatment effect (CATE) is frequently estimated in clinical studies to refute a homogeneous treatment effect hypothesis. Under this regime, all patients making up the population experience identical benefit from a given treatment relative to a comparator. Uncovering heterogeneous treatment effects through inference about the CATE, however, requires that covariates truly modifying the treatment effect be reliably collected at baseline. CATE-based…
伪面板事件研究:可信应用的计量经济学基础
Event studies with panel data are widely used to estimate treatment effects. With repeated cross-sections, future treatment dates are unobserved for untreated individuals. Pseudo-panel event studies impute pre-treatment outcomes of the treated using matched untreated individuals. This paper establishes identification in such designs and characterizes bias when identification conditions fail. I show that the pseudo-panel regression is equivalent to weighted least squares with…
自适应实验中策略改进价值的推断
In this paper, we develop an asymptotically normal estimator for the value of policy improvement (VPI) under adaptively collected data. This value, which is defined as the gap between the value of the best treatment policy in a class and that of a baseline policy, gauges whether or not it is worth deploying a personalized treatment policy. Building an estimator for the VPI is naturally more difficult than estimating the value of a fixed policy. This is because, in addition…