Time-adaptive quantile regression
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 52 (2008)
Issue (Month): 3 (January)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Koenker,Roger, 2005.
Cambridge University Press, number 9780521608275, December.
- Jónsson, Tryggvi & Pinson, Pierre & Madsen, Henrik, 2010. "On the market impact of wind energy forecasts," Energy Economics, Elsevier, vol. 32(2), pages 313-320, March.
- Miguel Ángel Bermejo & Daniel Peña & Ismael Sánchez, 2011. "Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica," Statistics and Econometrics Working Papers ws111813, Universidad Carlos III, Departamento de Estadística y Econometría.
- Samantha Leorato & Franco Peracchi & Andrei V. Tanase, 2010.
"Asymptotically Efficient Estimation of the Conditional Expected Shortfall,"
EIEF Working Papers Series
1013, Einaudi Institute for Economics and Finance (EIEF), revised Dec 2010.
- Leorato, Samantha & Peracchi, Franco & Tanase, Andrei V., 2012. "Asymptotically efficient estimation of the conditional expected shortfall," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 768-784.
- Caporin, Massimiliano & Preś, Juliusz, 2012.
"Modelling and forecasting wind speed intensity for weather risk management,"
Computational Statistics & Data Analysis,
Elsevier, vol. 56(11), pages 3459-3476.
- Massimiliano Caporin & Juliusz Pres, 2010. "Modelling and forecasting wind speed intensity for weather risk management," "Marco Fanno" Working Papers 0106, Dipartimento di Scienze Economiche "Marco Fanno".
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