A Bayesian Approach to Quantile Regression for Interval-Valued Data: Application to CAPM
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-97273-8_21
Reference21 articles.
1. Allen, D. E., Singh, A. K., Powell, R. J., McAleer, M., Taylor, J., & Thomas, L. (2012). The volatility-return relationship: Insights from linear and non-linear quantile regressions.
2. Billard, L., & Diday, E. (2000). Regression analysis for interval-valued data. In Data analysis, classification, and related methods (pp. 369–374). Springer.
3. Buchinsky, M. (1998). Recent advances in quantile regression models: a practical guideline for empirical research. Journal of Human Resources, 88–126.
4. Chanaim, S., Sriboonchitta, S., & Rungruang, C. (2016). A convex combination method for linear regression with interval data. In International symposium on integrated uncertainty in knowledge modelling and decision making (pp. 469-480). Springer.
5. Chanaim, S., Khiewngamdee, C., Sriboonchitta, S., & Rungruang, C. (2018). A convex combination method for quantile regression with interval data. In International econometric conference of Vietnam (pp. 440-449). Springer.
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