2 papers
stat.ME2023
Mixture Quantiles Estimated by Constrained Linear Regression
Cheng Peng, Yizhou Li, Stan Uryasev
We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combinat…
stat.ME2023
Factor Model of Mixtures
Cheng Peng, Stanislav Uryasev
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties…