Marginal M-quantile regression for multivariate dependent data

DOI10.1016/j.csda.2022.107500OpenAlexW4225608756MaRDI QIDQ2143020

Nicola Salvati, Nikos Tzavidis, Lea Petrella, Luca Merlo

Publication date: 30 May 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2022.107500

zbMATH Keywords

asymptotic propertiescorrelated datadirectional M-quantilegeneralized M-quantile estimating equationsM-quantile contour

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Quantile hidden semi-Markov models for multivariate time series

Uses Software

• BSquare
• expdepth

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