Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data
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DOI: 10.1002/asmb.2556
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References listed on IDEAS
- Francisco J. A. Cysneiros & Víctor Leiva & Shuangzhe Liu & Carolina Marchant & Paulo Scalco, 2019. "A Cobb–Douglas type model with stochastic restrictions: formulation, local influence diagnostics and data analytics in economics," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(4), pages 1693-1719, July.
- Carolina Marchant & Víctor Leiva & George Christakos & M. Fernanda Cavieres, 2019. "Monitoring urban environmental pollution by bivariate control charts: New methodology and case study in Santiago, Chile," Environmetrics, John Wiley & Sons, Ltd., vol. 30(5), August.
Citations
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- Saulo, Helton & Balakrishnan, Narayanaswamy & Vila, Roberto, 2023. "On a quantile autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 203(C), pages 425-448.
- Helton Saulo & Alan Dasilva & Víctor Leiva & Luis Sánchez & Hanns de la Fuente‐Mella, 2022. "Log‐symmetric quantile regression models," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 76(2), pages 124-163, May.
- Helton Saulo & Narayanaswamy Balakrishnan & Roberto Vila, 2021. "On a quantile autoregressive conditional duration model applied to high-frequency financial data," Papers 2109.03844, arXiv.org.
- Marcelo Bourguignon & Diego I. Gallardo & Helton Saulo, 2024. "Parametric Quantile Beta Regression Model," International Statistical Review, International Statistical Institute, vol. 92(1), pages 106-129, April.
- Josmar Mazucheli & Bruna Alves & Mustafa Ç. Korkmaz & Víctor Leiva, 2022. "Vasicek Quantile and Mean Regression Models for Bounded Data: New Formulation, Mathematical Derivations, and Numerical Applications," Mathematics, MDPI, vol. 10(9), pages 1-23, April.
- Rodrigo Puentes & Carolina Marchant & Víctor Leiva & Jorge I. Figueroa-Zúñiga & Fabrizio Ruggeri, 2021. "Predicting PM2.5 and PM10 Levels during Critical Episodes Management in Santiago, Chile, with a Bivariate Birnbaum-Saunders Log-Linear Model," Mathematics, MDPI, vol. 9(6), pages 1-24, March.
- Luis Sánchez & Víctor Leiva & Helton Saulo & Carolina Marchant & José M. Sarabia, 2021. "A New Quantile Regression Model and Its Diagnostic Analytics for a Weibull Distributed Response with Applications," Mathematics, MDPI, vol. 9(21), pages 1-21, November.
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