ATHANASIOS KOTTAS, MILOVAN KRNJAJIĆ, Bayesian Semiparametric Modelling in Quantile Regression, Scandinavian Journal of Statistics, Vol. 36, No. 2 (June 2009), pp. 297-319 ...

Additionally, additive quantile mixed-effects models have been developed to elucidate nonlinear relationships in patient data, effectively mapping the progression of clinical markers over time [4].

A Bayesian method for outlier-robust estimation of multinomial choice models is presented. The method can be used for both correlated as well as uncorrelated choice alternatives and guarantees ...

We propose a value-at-risk model for foreign exchange risk that outperforms traditional benchmark models in- and out-of-sample. The quantile regression model is forward-looking in nature, as directly ...