Accuracy of a Bayesian technique to estimate position and activity of orphan gamma-ray sources by mobile gamma spectrometry: Influence of imprecisions in positioning systems and computational approximations
Author
Abstract
Suggested Citation
DOI: 10.1371/journal.pone.0268556
Download full text from publisher
References listed on IDEAS
- Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
- Antanas Bukartas & Jonas Wallin & Robert Finck & Christopher Rääf, 2021. "Bayesian algorithm to estimate position and activity of an orphan gamma source utilizing multiple detectors in a mobile gamma spectrometry system," PLOS ONE, Public Library of Science, vol. 16(1), pages 1-22, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tian, Maoxi & El Khoury, Rim & Alshater, Muneer M., 2023. "The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Ma, Lingjie & Koenker, Roger, 2006.
"Quantile regression methods for recursive structural equation models,"
Journal of Econometrics, Elsevier, vol. 134(2), pages 471-506, October.
- Lingjie Ma & Roger Koenker, 2004. "Quantile regression methods for recursive structural equation models," CeMMAP working papers CWP01/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Komunjer, Ivana, 2005.
"Quasi-maximum likelihood estimation for conditional quantiles,"
Journal of Econometrics, Elsevier, vol. 128(1), pages 137-164, September.
- Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences.
- Moshe Buchinsky, 1998. "Recent Advances in Quantile Regression Models: A Practical Guideline for Empirical Research," Journal of Human Resources, University of Wisconsin Press, vol. 33(1), pages 88-126.
- Andrés Sagner, 2020. "Measuring Systemic Risk: A Quantile Factor Analysis," Working Papers Central Bank of Chile 874, Central Bank of Chile.
- Habshah Midi, 1999. "Preliminary estimators for robust non-linear regression estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(5), pages 591-600.
- Bouri, Elie & Kamal, Elham & Kinateder, Harald, 2023. "FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies," Finance Research Letters, Elsevier, vol. 56(C).
- Thanasis Stengos & Dianqin Wang, 2007. "An algorithm for censored quantile regressions," Economics Bulletin, AccessEcon, vol. 3(1), pages 1-9.
- Dong Jin Lee, 2009. "Testing Parameter Stability in Quantile Models: An Application to the U.S. Inflation Process," Working papers 2009-26, University of Connecticut, Department of Economics.
- Norman Maswanganyi & Caston Sigauke & Edmore Ranganai, 2021. "Prediction of Extreme Conditional Quantiles of Electricity Demand: An Application Using South African Data," Energies, MDPI, vol. 14(20), pages 1-21, October.
- Zhou, Xiuqing & Wang, Jinde, 2005. "A genetic method of LAD estimation for models with censored data," Computational Statistics & Data Analysis, Elsevier, vol. 48(3), pages 451-466, March.
- Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
- Yu, Dengdeng & Zhang, Li & Mizera, Ivan & Jiang, Bei & Kong, Linglong, 2019. "Sparse wavelet estimation in quantile regression with multiple functional predictors," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 12-29.
- Lingjie Ma & Larry Pohlman, 2008. "Return forecasts and optimal portfolio construction: a quantile regression approach," The European Journal of Finance, Taylor & Francis Journals, vol. 14(5), pages 409-425.
- Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2004.
"A Note on Implementing Box-Cox Quantile Regression,"
ZEW Discussion Papers
04-61, ZEW - Leibniz Centre for European Economic Research.
- Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2005. "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers 04-61 [rev.], ZEW - Leibniz Centre for European Economic Research.
- repec:ebl:ecbull:v:3:y:2007:i:1:p:1-9 is not listed on IDEAS
- Yijian Huang & Limin Peng, 2009. "Accelerated Recurrence Time Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(4), pages 636-648, December.
- Hochgürtel, S., 1997. "Precautionary Motives and Portfolio Decisions," Other publications TiSEM a6aa05be-cbd8-4f92-ac8e-8, Tilburg University, School of Economics and Management.
- Baur, Dirk & Schulze, Niels, 2005. "Coexceedances in financial markets--a quantile regression analysis of contagion," Emerging Markets Review, Elsevier, vol. 6(1), pages 21-43, April.
- Thomas Q. Pedersen, 2015.
"Predictable Return Distributions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 114-132, March.
- Thomas Q. Pedersen, 2010. "Predictable return distributions," CREATES Research Papers 2010-38, Department of Economics and Business Economics, Aarhus University.
- Sulkhan Chavleishvili & Simone Manganelli, 2024.
"Forecasting and stress testing with quantile vector autoregression,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 66-85, January.
- Chavleishvili, Sulkhan & Manganelli, Simone, 2019. "Forecasting and stress testing with quantile vector autoregression," Working Paper Series 2330, European Central Bank.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0268556. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.