Computation and application of copula-based weighted average quantile regression (Q2515106)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Computation and application of copula-based weighted average quantile regression
scientific article

    Statements

    Computation and application of copula-based weighted average quantile regression (English)
    0 references
    0 references
    11 February 2015
    0 references
    0 references
    risk management
    0 references
    multivariate statistics
    0 references
    copula function
    0 references
    asymptotic distribution
    0 references
    quantile regression
    0 references
    nonlinear equation
    0 references
    0 references