Dealing with Markov-switching parameters in quantile regression models.
Yunmi KimLijuan HuoTae-Hwan KimPublished in: Commun. Stat. Simul. Comput. (2022)
Keyphrases
- regression model
- linear regression model
- linear model
- regression analysis
- generalized linear models
- explanatory variables
- regression methods
- model selection
- prediction model
- gaussian process
- maximum likelihood
- parameter estimation
- generalized linear
- multivariate regression
- neural network
- target variable
- support vector regression
- survival analysis
- regression method
- markov chain
- extreme values
- regression trees