Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932): Difference between revisions

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Revision as of 13:17, 20 July 2024

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Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
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    Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (English)
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    1 October 2019
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    EM algorithm
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    maximum likelihood
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    multivariate asymmetric Laplace distribution
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    multiple quantiles
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    multivariate response variables
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    quantile regression
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