A quasi-Bayesian model averaging approach for conditional quantile models

Author: Tsiotas Georgios  

Publisher: Taylor & Francis Ltd

E-ISSN: 1563-5163|85|10|1963-1986

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.85, Iss.10, 2015-07, pp. : 1963-1986

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Abstract