Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932): Difference between revisions
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| Property / DOI: 10.1016/j.jmva.2019.02.008 / rank | |||
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Latest revision as of 18:58, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress |
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Statements
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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