7 citations · 14 across the 8 of their papers we have counts for
4 papers · 2 filters
Mean-Tilted Intervals: Regression and Dynamic Models
Antonio De Leon, Raquel Prado, Bruno Sansó
Mean-tilted intervals (MTIs) provide a fixed-content family of interval targets indexed by retained-mean balance. This paper develops generalized-Bayes computation for using those…
Bayesian Quantile Deep Echo State Networks for Nonlinear Time Series
Antonio De Leon, Raquel Prado, Bruno Sansó
Conditional quantiles are central to asymmetric decision losses, tail-risk assessment, and interval forecasts, but Bayesian quantile regression for nonlinear time series can be dif…
Mean-Tilted Intervals: Short Tolerance Intervals
Antonio De Leon, Raquel Prado, Bruno Sansó
Intervals with the same probability content can have different endpoint placements and widths. This matters for tolerance inference, where a reported interval must also satisfy a r…
exdqlm: An R Package for Estimation and Analysis of Flexible Dynamic Quantile Linear Models
Antonio De Leon, Raquel Barata, Raquel Prado +1
We present the R package exdqlm for Bayesian quantile regression, with primary emphasis on dynamic state-space quantile models for time series. The package is built around extended…