Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kohns, David, Szendrei, Tibor
Format:	Preprint
Published:	2025
Subjects:	Methodology Econometrics Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2506.13257