Bayesian non-crossing quantile regression for regularly varying distributions

DOI10.1080/00949655.2019.1573899OpenAlexW2911816299WikidataQ128468779 ScholiaQ128468779MaRDI QIDQ5107362

Ismaila Baldé, Salaheddine El Adlouni

Publication date: 27 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1573899

zbMATH Keywords

quantile regressionregularly varying distributionsconditional quantile curvesheavy tailed behaviournon-crossing curves

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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