Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (Q6541121)

scientific article; zbMATH DE number 7850716

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English	Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors	scientific article; zbMATH DE number 7850716

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title

Bayesian weighted composite quantile regression estimation for linear regression models with autoregressive errors (English)

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Communications in Statistics. Theory and Methods

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publication date

17 May 2024

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MaRDI profile type

MaRDI publication profile

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Quantile Autoregression

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EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION

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Identifiers

DOI

10.1080/03610926.2022.2150054

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6541121