Bayesian time-varying quantile regression to extremes

DOI10.1002/env.2596zbMath1545.62753MaRDI QIDQ6626134

Marcelo Bourguignon, Fernando Ferraz do Nascimento

Publication date: 28 October 2024

Published in: Environmetrics (Search for Journal in Brave)

zbMATH Keywords

quantile regressionextreme value theorygeneralized extreme value distributiontime-varying modelsmaximum analysis

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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