Copulas based seemingly unrelated quantile regression
© Published under licence by IOP Publishing Ltd. We propose a multivariate copulas based seemingly unrelated quantile regression. We add the multivariate copula density function into the likelihood to relax the strong assumption of multivariate normal distribution of the conventional model. The simu...
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| Main Authors: | , , , |
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| Format: | Conference Proceeding |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85051375154&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59126 |
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| Institution: | Chiang Mai University |