Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress

标题
Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
作者
关键词
EM algorithm, Maximum likelihood, Multivariate asymmetric Laplace distribution, Multiple quantiles, Multivariate response variables, Quantile regression
出版物
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 173, Issue -, Pages 70-84
出版商
Elsevier BV
发表日期
2019-02-20
DOI
10.1016/j.jmva.2019.02.008

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