Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932)
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scientific article; zbMATH DE number 7111543
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| English | Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress |
scientific article; zbMATH DE number 7111543 |
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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0.7823230028152466
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0.776148796081543
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0.7671266198158264
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0.7464412450790405
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0.7429868578910828
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