scientific article; zbMATH DE number 7247656

zbMath1463.62367MaRDI QIDQ5120619

Songsak Sriboonchitta, Paravee Meneejuk, Kittawit Autchariyapanitkul, Woraphon Yamaka

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

quantile regressiongeneralized maximum entropyCAPMbeta risk

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Economic time series analysis (91B84)

Uses Software

• quantreg

Cites Work

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• A Mathematical Theory of Communication
• A weighted generalized maximum entropy estimator with a data-driven weight
• Quantile regression for longitudinal data using the asymmetric Laplace distribution
• Bayesian Semiparametric Modelling in Quantile Regression
• Regression Quantiles
• Prospect Theory: An Analysis of Decision under Risk
• Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model
• Gibbs sampling methods for Bayesian quantile regression
• Bayesian quantile regression

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