Ghislaine Gayraud
Statistics and Probability · 2015
A researcher in the Science corpus: 1 paper; trusts 28 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 15 citations into it
- Artificial Intelligence — 12 citations into it
- Finance — 9 citations into it
- Economics and Econometrics — 7 citations into it
Whom Ghislaine Gayraud trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Roger W. Koenker
- Athanasios Kottas
- Alan E. Gelfand
- James W. Taylor
- Robert Fildes
- Peter F. CHRISTOFFERSENti
- T. Lancaster
- J. Durbin
- Stuart Geman
- G. Rossi
Papers from Ghislaine Gayraud's perspective
Ordered by how strongly the researchers Ghislaine Gayraud trusts endorse each paper. Same corpus, a different order for every researcher.
- Bayesian quantile regression
- Sampling-Based Approaches to Calculating Marginal Densities
- Regression Quantiles
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Dynamic quantile models
- Time Series Analysis by State Space Methods
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Quantile Regression
- Quantile Autoregression
- Bayesian Semiparametric Modelling in Quantile Regression
Their papers
- Bayesian Tail Risk Interdependence Using Quantile Regression (2015) — 51 citations