Robust quantile regression using a generalized class of skewed distributions
From MaRDI portal
Publication:6540508
Cites work
- scientific article; zbMATH DE number 4104359 (Why is no real title available?)
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 3596101 (Why is no real title available?)
- scientific article; zbMATH DE number 3635352 (Why is no real title available?)
- scientific article; zbMATH DE number 3442988 (Why is no real title available?)
- scientific article; zbMATH DE number 805043 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A generalized class of skew distributions and associated robust quantile regression models
- Bayesian Semiparametric Median Regression Modeling
- Bayesian quantile regression
- Bayesian semiparametric modelling in quantile regression
- Estimating the dimension of a model
- Gibbs sampling methods for Bayesian quantile regression
- Linear quantile regression based on EM algorithm
- Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. (With discussion)
- On Bayesian Modeling of Fat Tails and Skewness
- Quantile regression via the EM algorithm
- Quantile regression.
- Regression Quantiles
Cited in
(5)- Identifying meteorological drivers of \(PM_{2.5}\) levels via a Bayesian spatial quantile regression
- A new family of quantile regression models applied to nutritional data
- Parametric quantile beta regression model
- A skew-\(t\) quantile regression for censored and missing data
- Mixed effect modelling and variable selection for quantile regression
This page was built for publication: Robust quantile regression using a generalized class of skewed distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540508)
