Bayesian non-crossing quantile regression for regularly varying distributions
| Autor: | Ismaila Baldé, Salaheddine El Adlouni |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
021103 operations research Applied Mathematics Bayesian probability 0211 other engineering and technologies 02 engineering and technology 01 natural sciences Quantile regression 010104 statistics & probability Modeling and Simulation Econometrics 0101 mathematics Statistics Probability and Uncertainty Risk assessment Predictive modelling Quantile Mathematics |
| Zdroj: | Journal of Statistical Computation and Simulation. 89:884-898 |
| ISSN: | 1563-5163 0094-9655 |
| DOI: | 10.1080/00949655.2019.1573899 |
| Popis: | Quantile regression is a very important statistical tool for predictive modelling and risk assessment. For many applications, conditional quantile at different levels are estimated separately. Cons... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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