Dependent censoring occurs in many biomedical studies and poses considerable methodological challenges for survival analysis. We develop a new approach for analyzing dependently censored data by ...

Beta regression offers a robust framework for analysing data that are confined to the unit interval, enabling researchers to model proportions, probabilities, and other fractional outcomes with ...

We study quantile regression (QR) for longitudinal measurements with nonignorable intermittent missing data and dropout. Compared to conventional mean regression, quantile regression can characterize ...

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 ...