Causal analysis at extreme quantiles with application to London traffic flow data
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- Zou, Hui & Yuan, Ming, 2008. "Regularized simultaneous model selection in multiple quantiles regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5296-5304, August.
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More about this item
Keywords
causality; extreme value analysis; heavy-tailed distribution; potential outcome; quantile regression; transport engineering; AAM requested;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2024-10-21 (Econometrics)
- NEP-TRE-2024-10-21 (Transport Economics)
- NEP-URE-2024-10-21 (Urban and Real Estate Economics)
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