Pages that link to "Item:Q2274932"
From MaRDI portal
The following pages link to Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932):
Displayed 9 items.
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula (Q2111317) (← links)
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty (Q2135947) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification (Q2272871) (← links)
- Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data (Q6091671) (← links)
- Privacy-enhanced and non-interactive linear regression with dropout-resilience (Q6126686) (← links)
- Bayesian Quantile Regression for Big Data Analysis (Q6130505) (← links)
- Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection (Q6169779) (← links)