Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932)
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| 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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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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