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20192025
most citedBayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications

5 citations · 5 across the 7 of their papers we have counts for

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stat.ME2025

Bayesian Markov-Switching Partial Reduced-Rank Regression

Maria F. Pintado, Matteo Iacopini, Luca Rossini +1

Reduced-Rank (RR) regression is a powerful dimensionality reduction technique but it overlooks any possible group configuration among the responses by assuming a low-rank structure…