Pages that link to "Item:Q961391"
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The following pages link to Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391):
Displayed 4 items.
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity (Q2255921) (← links)
- An efficient algorithm for structured sparse quantile regression (Q2259790) (← links)
- A generalized class of skew distributions and associated robust quantile regression models (Q5175764) (← links)