Pages that link to "Item:Q2274932"
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The following pages link to Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932):
Displaying 14 items.
- Hidden semi-Markov-switching quantile regression for time series (Q830112) (← links)
- Quantile regression via the EM algorithm for joint modeling of mixed discrete and continuous data based on Gaussian copula (Q2111317) (← links)
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty (Q2135947) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification (Q2272871) (← links)
- Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data (Q6091671) (← links)
- Privacy-enhanced and non-interactive linear regression with dropout-resilience (Q6126686) (← links)
- Bayesian scale mixtures of normals linear regression and Bayesian quantile regression with big data and variable selection (Q6169779) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- M-quantile regression shrinkage and selection via the Lasso and elastic net to assess the effect of meteorology and traffic on air quality (Q6595076) (← links)
- Clustering of bivariate satellite time series: a quantile approach (Q6626508) (← links)
- Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles (Q6631713) (← links)
- Modeling sign concordance of quantile regression residuals with multiple outcomes (Q6636209) (← links)
- Two-part quantile regression models for semi-continuous longitudinal data: a finite mixture approach (Q6665012) (← links)
