Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932)
From MaRDI portal
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 |
scientific article |
Statements
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (English)
0 references
1 October 2019
0 references
EM algorithm
0 references
maximum likelihood
0 references
multivariate asymmetric Laplace distribution
0 references
multiple quantiles
0 references
multivariate response variables
0 references
quantile regression
0 references
0 references
0 references
0 references
