Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers

DOI10.1214/21-AOAS1497MaRDI QIDQ75379zbMATH OpenOpenAlexFDO

Authors Raquel Barata, Raquel Prado, Bruno Sansó, Raquel Barata, Raquel Prado, Bruno Sansó

Publication date 1 March 2022

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/21-aoas1497

zbMATH Keywords

asymmetric Laplaceatmospheric riverdynamic quantile regressionvariational Bayes

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Climate science and climate modeling (86A08)

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