most citedSpatio-temporal analysis of regional unemployment rates: A comparison of model based approaches

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stat.ME2020

An Extreme Value Bayesian Lasso for the Conditional Left and Right Tails

Miguel de Carvalho, Soraia Pereira, Paula Pereira +1

We introduce a novel regression model for the conditional left and right tail of a possibly heavy-tailed response. The proposed model can be used to learn the effect of covariates…