Robust quantile regression using a generalized class of skewed distributions

DOI10.1002/STA4.140MaRDI QIDQ6540508zbMATH OpenFDO

Authors Christian Galarza Morales, V. H. Lachos, Celso Barbosa Cabral, Luis Castro Cepero

Publication date 16 May 2024

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.140

zbMATH Keywords

EM algorithmquantile regression modelscale mixtures of normal distributions

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A generalized class of skew distributions and associated robust quantile regression models
• Bayesian quantile regression
• Bayesian Semiparametric Median Regression Modeling
• Bayesian semiparametric modelling in quantile regression
• Estimating the dimension of a model
• Gibbs sampling methods for Bayesian quantile regression
• 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?)
• 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

(11)

• A skew-t quantile regression for censored and missing data
• A new family of quantile regression models applied to nutritional data
• Parametric quantile beta regression model
• Identifying meteorological drivers of \(PM_{2.5}\) levels via a Bayesian spatial quantile regression
• Mixed effect modelling and variable selection for quantile regression
• From robust neural networks toward robust nonlinear quantile estimation
• Skewed slash censored quantile regression
• Robust inference for linear regression models with possibly skewed error distribution
• Bayesian weighted composite linear expectile regression
• Bidirectional extreme risk spillover effect between ethanol and agricultural commodities -- robust linear quantile regression approach
• Adaptive accelerated failure time modeling with a semiparametric skewed error distribution

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)