Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379): Difference between revisions

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Property / DOI: 10.1214/21-AOAS1497 / rank
 
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6 May 2022
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Property / publication date: 6 May 2022 / rank
 
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Property / author: Raquel Barata / rank
 
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Property / author: Raquel Prado / rank
 
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Property / author: Bruno Sansó / rank
 
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Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (English)
Property / title: Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (English) / rank
 
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Property / zbMATH Open document ID: 1498.62280 / rank
 
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Property / Mathematics Subject Classification ID: 62P12 / rank
 
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Property / Mathematics Subject Classification ID: 62G08 / rank
 
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Property / Mathematics Subject Classification ID: 62F15 / rank
 
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Property / Mathematics Subject Classification ID: 62M10 / rank
 
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Property / Mathematics Subject Classification ID: 86A08 / rank
 
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Property / zbMATH DE Number: 7522933 / rank
 
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asymmetric Laplace
Property / zbMATH Keywords: asymmetric Laplace / rank
 
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atmospheric river
Property / zbMATH Keywords: atmospheric river / rank
 
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dynamic quantile regression
Property / zbMATH Keywords: dynamic quantile regression / rank
 
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variational Bayes
Property / zbMATH Keywords: variational Bayes / rank
 
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Revision as of 20:28, 31 July 2023

scientific article
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Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers
scientific article

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    1 March 2022
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    6 May 2022
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    Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (English)
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    asymmetric Laplace
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    atmospheric river
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    dynamic quantile regression
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    variational Bayes
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