Quantile regression for cross-sectional and time series data. Applications in energy markets using R

DOI10.1007/978-3-030-44504-1MaRDI QIDQ2175437zbMATH OpenOpenAlexFDO

Authors Jorge M. Uribe, Montserrat Guillen

Publication date 29 April 2020

Published in SpringerBriefs in Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-44504-1

zbMATH Keywords

dataquantile regressiontime series

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical aspects of big data and data science (62R07)

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Cited in

(6)

• Joint generalized quantile and conditional tail expectation regression for insurance risk analysis
• Quantile regression. Theory and applications
• Quantile regression. Estimation and simulation. Volume 2
• Quantile regression. Applications on experimental and cross section data using EViews
• Variable selection and parameter estimation in distributed high-dimensional quantile regression with responses missing at random
• A survey of statistical and machine learning methods of quantile regression in time series and their suitability in predicting dengue outbreaks

Describes a project that uses

Uses Software

• quantreg.nonpar
• quantreg
• R

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