On a heavy-tailed parametric quantile regression model for limited range response variables
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Publication:2184419
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- Regression Quantiles
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- Robustness of the student t based M-estimator
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- The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation
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Cited in
(12)- A quantile parametric mixed regression model for bounded response variables
- Logistic quantile regression for bounded outcomes using a family of heavy-tailed distributions
- A parametric quantile regression model useful in reliability analysis
- A quantile regression model for bounded responses based on the exponential-geometric distribution
- A robust mixed‐effects parametric quantile regression model for continuous proportions: Quantifying the constraints to vitality in cushion plants
- A parametric quantile regression approach for modelling zero‐or‐one inflated double bounded data
- The unit-Gompertz quantile regression model for the bounded responses
- A robust quantile regression for bounded variables based on the Kumaraswamy Rectangular distribution
- Flexible CDF-quantile distributions on the closed unit interval, with software and applications
- Some properties and quantile regression for the log-Lindley distribution
- Bayesian quantile regression models for heavy tailed bounded variables using the No-U-Turn sampler
- Parametric quantile regression based on the inverse Gaussian distribution
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