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

DOI10.1007/978-3-030-44504-1zbMATH Open1443.62003OpenAlexW4253251686MaRDI QIDQ2175437FDOQ2175437

Montserrat Guillen, Jorge M. Uribe

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

quantile regressiontime seriesdata

Mathematics Subject Classification ID

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) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (1)

• Joint generalized quantile and conditional tail expectation regression for insurance risk analysis

Uses Software

• R
• quantreg
• quantreg.nonpar

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