Quantile regression. Applications on experimental and cross section data using EViews

DOI10.1002/9781119714958MaRDI QIDQ5002863zbMATH OpenOpenAlexFDO

Authors I. Gusti Ngurah Agung

Publication date 28 July 2021

Full work available at URL https://doi.org/10.1002/9781119714958

zbMATH Keywords

quantile regression

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Nonparametric regression and quantile regression (62G08) Applications of statistics in engineering and industry; control charts (62P30) Statistical aspects of big data and data science (62R07)

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Cited in

(3)

• An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
• Quantile regression for cross-sectional and time series data. Applications in energy markets using R
• Quantile regression. Theory and applications

Describes a project that uses

Uses Software

• EViews

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