Sequential quantile regression for stream data by least squares

DOI10.1016/J.JECONOM.2024.105791MaRDI QIDQ6969747zbMATH OpenFDO

Authors Ye Fan, Nan Lin

Publication date 19 June 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Bayesian inferencequantile regressionleast squaresstream datasequential algorithm

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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