Pages that link to "Item:Q273621"

The following pages link to Bayesian tail risk interdependence using quantile regression (Q273621):

Displaying 12 items.

• Covar of families of copulas (Q342737) (← links)
• Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
• Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
• Marginal M-quantile regression for multivariate dependent data (Q2143020) (← 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)
• Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932) (← links)
• On the \(L_p\)-quantiles for the Student \(t\) distribution (Q2407495) (← links)
• Financial risk management based on quantile regression model (Q5031953) (← links)
• Bayesian binary quantile regression for the analysis of Bachelor-to-Master transition (Q5138747) (← links)
• Truncation invariant copulas and a testing procedure (Q5222485) (← links)
• Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection (Q6169779) (← links)