On multivariate quantile regression

Journal of Financial Economics

Saved in:
Bibliographic Details
Main Author: Chakraborty, B.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105259
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
id sg-nus-scholar.10635-105259
record_format dspace
spelling sg-nus-scholar.10635-1052592024-11-12T01:07:42Z On multivariate quantile regression Chakraborty, B. STATISTICS & APPLIED PROBABILITY Data-driven coordinates Equivariance Multiresponse linear models Transformation-retransformation Journal of Financial Economics 66 2-3 109-132 JFECD 2014-10-28T05:13:40Z 2014-10-28T05:13:40Z 2002-11 Article Chakraborty, B. (2002-11). On multivariate quantile regression. Journal of Financial Economics 66 (2-3) : 109-132. ScholarBank@NUS Repository. 0304405X http://scholarbank.nus.edu.sg/handle/10635/105259 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Data-driven coordinates
Equivariance
Multiresponse linear models
Transformation-retransformation
spellingShingle Data-driven coordinates
Equivariance
Multiresponse linear models
Transformation-retransformation
Chakraborty, B.
On multivariate quantile regression
description Journal of Financial Economics
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Chakraborty, B.
format Article
author Chakraborty, B.
author_sort Chakraborty, B.
title On multivariate quantile regression
title_short On multivariate quantile regression
title_full On multivariate quantile regression
title_fullStr On multivariate quantile regression
title_full_unstemmed On multivariate quantile regression
title_sort on multivariate quantile regression
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105259
_version_ 1821220880195256320