Which quantile is the most informative? Markov switching quantile model with unknown quantile level

Which quantile is the most informative? Markov switching quantile model with unknown quantile level

© Published under licence by IOP Publishing Ltd. In this study, we propose a Markov regime-switching quantile regression model, which considers the quantile as an unknown parameter and estimate it jointly with other regression coefficients. The parameters are estimated by the maximum likelihood esti...

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書目詳細資料
Main Authors:	Pichayakone Rakpho, Woraphon Yamaka, Songsak Sriboonchitta
格式:	Conference Proceeding
出版:	2018
主題:	Physics and Astronomy
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051367520&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59125
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