Pages that link to "Item:Q2274932"

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)