On a heavy-tailed parametric quantile regression model for limited range response variables.
Artur J. LemonteGermán Moreno-ArenasPublished in: Comput. Stat. (2020)
Keyphrases
- regression model
- heavy tailed
- explanatory variables
- target variable
- independent variables
- model selection
- regression analysis
- semi parametric
- heavy tails
- gaussian process
- random variables
- generalized gaussian
- response variable
- multivariate regression
- interval valued data
- bayesian networks
- input variables
- high dimensional