Computation and application of copula-based weighted average quantile regression

DOI10.1016/j.cam.2014.12.015zbMath1309.91148OpenAlexW2007862879MaRDI QIDQ2515106

Qichang Xie

Publication date: 11 February 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.12.015

zbMATH Keywords

asymptotic distributionmultivariate statisticsquantile regressionnonlinear equationrisk managementcopula function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

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