scientific article; zbMATH DE number 7247660

MaRDI QIDQ5120624zbMATH OpenFDO

Authors Kanchana Chokethaworn, Woraphon Yamaka, Paravee Maneejuk

Publication date 15 September 2020

Full work available at URL http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3011

zbMATH Keywords

generalized maximum entropyquantile regressionunknown quantile parameter

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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Cites work

• A Mathematical Theory of Communication
• Bayesian variable selection and estimation in maximum entropy quantile regression
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• scientific article; zbMATH DE number 1551462 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• Quantile regression.

Cited in

(3)

• Capital asset pricing model through quantile regression: an entropy approach
• Bayesian variable selection and estimation in maximum entropy quantile regression
• Optimal quantile level and its applications in reality

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