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

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

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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 (4)

• Quantile regression. Applications on experimental and cross section data using EViews
• Quantile regression. Estimation and simulation. Volume 2
• Quantile regression. Theory and applications
• Joint generalized quantile and conditional tail expectation regression for insurance risk analysis

Uses Software

• R
• quantreg
• quantreg.nonpar

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