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09/10/2023
Quantile mixed graphical models with an application to mass public shootings in the United States
Over the last fifty years, the United States have experienced hundreds o...
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08/03/2023
Estimating causal quantile exposure response functions via matching
We develop new matching estimators for estimating causal quantile exposu...
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08/01/2023
Unified unconditional regression for multivariate quantiles, M-quantiles and expectiles
In this paper, we develop a unified regression approach to model uncondi...
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07/12/2023
Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market
The role of cryptocurrencies within the financial systems has been expan...
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01/23/2023
Expectile hidden Markov regression models for analyzing cryptocurrency returns
In this paper we develop a linear expectile hidden Markov model for the ...
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09/26/2022
Inter-order relations between moments of a Student t distribution, with an application to L_p-quantiles
This paper introduces inter-order formulas for partial and complete mome...
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09/14/2021
Quantile Mixed Hidden Markov Models for multivariate longitudinal data
The identification of factors associated with mental and behavioral diso...
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10/23/2020