A new weighted quantile regression (Q5193450)

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scientific article; zbMATH DE number 7103229
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A new weighted quantile regression
scientific article; zbMATH DE number 7103229

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    A new weighted quantile regression (English)
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    10 September 2019
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    bivariate Pareto distribution type II
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    conditional quantile
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    kernel conditional density estimator
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    generalized Pareto distribution
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    linear programming
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    weighted loss function
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