The composite quantile regression for longitudinal data using the mixture of asymmetric laplace distributions
We propose a linear mixture quantile regression approach, with composite quantile regression (CQR) as a special case, to analyze continuous longitudinal data via a finite mixture of asymmetric Laplace distributions (ALD). Compared with the conventional mean regression approach, the proposed quantile...
Saved in:
Main Author: | Jin, Ye |
---|---|
Other Authors: | Xiang Liming |
Format: | Final Year Project |
Language: | English |
Published: |
2019
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/77163 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Quantile regression under asymmetric laplace distribution in capital asset pricing model
by: Kittawit Autchariyapanitkul, et al.
Published: (2018) -
Quantile regression under asymmetric laplace distribution in capital asset pricing model
by: Kittawit Autchariyapanitkul, et al.
Published: (2018) -
Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distribution
by: Kittawit Autchariyapanitkul, et al.
Published: (2018) -
Evaluation of portfolio returns in fama-french model using quantile regression under asymmetric laplace distribution
by: Kittawit Autchariyapanitkul, et al.
Published: (2018) -
Applications of Quantile Regression Under Asymmetric Laplace Distribution and Copula Based Returns and Risk Measures to Financial Econometrics
by: Kittawit Autchariyapanitkul
Published: (2020)