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Quantile regression for modelling distributions of profit and loss.

Mark SomersJoe Whittaker
Published in: Eur. J. Oper. Res. (2007)
Keyphrases
  • quantile regression
  • cross validated
  • least squares
  • cross validation
  • probability distribution
  • random variables
  • model selection
  • linear regression
  • joint distribution
  • response variable