30 citations · 70 across the 9 of their papers we have counts for
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stat.AP2023★ 1 cited
Bayesian Fractional Polynomial Approach to Quantile Regression and Variable Selection with Application in the Analysis of Blood Pressure among US Adults
Sanna Soomro, Keming Yu
Hypertension is a highly prevalent chronic medical condition and a strong risk factor for cardiovascular disease (CVD), as it accounts for more than of CVD. The relation bet…
stat.ME2023★ 1 cited
A New Bayesian Huberised Regularisation and Beyond
Sanna Soomro, Keming Yu, Yan Yu
Robust regression has attracted a great amount of attention in the literature recently, particularly for taking asymmetricity into account simultaneously and for high-dimensional a…
math.ST2023
Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function
Keming Yu, Rong Jiang, Chi Tim Ng
Quantiles and expectiles, which are two important concepts and tools in tail risk measurements, can be regarded as an extension of median and mean, respectively. Both of these tail…