3 papers
stat.ME2025
A generalized tetrad constraint for testing conditional independence given a latent variable
Naiwen Ying, Ping Zhang, Shanshan Luo +1
The tetrad constraint is widely used to test whether four observed variables are conditionally independent given a latent variable, based on the fact that if four observed variable…
q-fin.MF2023
Conditional generalized quantiles based on expected utility model and equivalent characterization of properties
Qinyu Wu, Fan Yang, Ping Zhang
As a counterpart to the (static) risk measures of generalized quantiles and motivated by Bellini et al. (2018), we propose a new kind of conditional risk measure called conditional…
stat.ME2020
Quantile regression for compositional covariates
Xuejun Ma, Ping Zhang
Quantile regression is a very important tool to explore the relationship between the response variable and its covariates. Motivated by mean regression with LASSO for compositional…