An Adaptive Filtering Procedure for Estimating Regression Quantiles

DOI10.1287/mnsc.31.8.1019zbMath0607.62117OpenAlexW2059178809MaRDI QIDQ3746744

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Publication date: 1985

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.31.8.1019

zbMATH Keywords

Monte Carlo experimentadaptive filterair pollution case studyQuantile Estimation Proceduretime-varying parameters of multivariate regression quantiles

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99)

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