Multiple Quantile Modelling via Reduced Rank Regression (Q5226642)

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scientific article; zbMATH DE number 7088002
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Multiple Quantile Modelling via Reduced Rank Regression
scientific article; zbMATH DE number 7088002

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    Multiple Quantile Modelling via Reduced Rank Regression (English)
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    1 August 2019
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    check function
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    composite quantile regression
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    generalized method of moment
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    linear quantile regression
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    optimal estimating equations
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    quantile regression
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    reduced-rank regression
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