Publisher
Springer Science and Business Media LLC
Subject
Economics, Econometrics and Finance (miscellaneous),Engineering (miscellaneous),Statistics and Probability
Reference20 articles.
1. Bassett, G.W. Jr.: A property of the observations fit by the extreme regression quantiles. Comp. Stat. Data Anal. 6, 353–359 (1988)
2. Cai, Z., Wang, X.: Nonparametric estimation of conditional VaR and expected shortfall. J. Econ. 147, 120–130 (2008)
3. Chan, J.S.K.: Predicting loss reserves using quantile regression [Quantile regression loss reserve models]. J Data Sci 13, 127–156 (2015)
4. Chernozhukov, V.: Extremal quantile regression. Ann. Stat. 30, 806–839 (2005)
5. Gutenbrunner, C., Jurečková, J.: Regression rank scores and regression quantiles. Ann. Stat. 20, 305–330 (1992)
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献