Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression
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Publication:312364
DOI10.1515/jem-2014-0018zbMath1345.62169OpenAlexW2056169575MaRDI QIDQ312364
Gabriel V. Montes-Rojas, Anil K. Bera, Sung Y. Park, Antonio F. jun. Galvao
Publication date: 15 September 2016
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jem-2014-0018
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10) Linear inference, regression (62J99)
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