Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers
From MaRDI portal
Publication:75379
DOI10.1214/21-aoas1497zbMath1498.62280OpenAlexW4220755944MaRDI QIDQ75379
Raquel Prado, Raquel Barata, Bruno Sansó, Raquel Prado, Bruno Sansó, Raquel Barata
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
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) Bayesian inference (62F15) Climate science and climate modeling (86A08)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Properties and estimation of asymmetric exponential power distribution
- Quasi-maximum likelihood estimation for conditional quantiles
- Multivariate time series modeling and classification via hierarchical VAR mixtures
- Bayesian forecasting and dynamic models
- Dynamic quantile linear models: a Bayesian approach
- A tutorial on variational Bayes for latent linear stochastic time-series models
- A note on reference priors for the scalar skew-normal distribution
- Spatial quantile multiple regression using the asymmetric Laplace process
- Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage
- Flexible Bayesian quantile regression for independent and clustered data
- Bayesian Semiparametric Modelling in Quantile Regression
- Model choice: a minimum posterior predictive loss approach
- DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
- On Gibbs sampling for state space models
- Bayesian quantile inference
- Bayesian Semiparametric Median Regression Modeling
- Modeling Regression Error With a Mixture of Polya Trees
- A Bayesian Semiparametric Accelerated Failure Time Model
- A generalized class of skew distributions and associated robust quantile regression models
- Bayesian Spatial Quantile Regression
- Gibbs sampling methods for Bayesian quantile regression
- A Bayesian Nonparametric Approach to Inference for Quantile Regression
- Quantile Autoregression
- On Information and Sufficiency
- Remarks on a Multivariate Transformation
- Bayesian quantile regression
