Quasi-maximum likelihood estimation for conditional quantiles
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- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
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Cited in
(51)- Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution
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- Bagging binary and quantile predictors for time series
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
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- Model selection in quantile regression models
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- Asset Pricing via the Conditional Quantile Variational Autoencoder
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- Quantile Methods for Stochastic Frontier Analysis
- Distribution of logit-type link function in a generalized quantilebased asymmetric distributional setting
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