Copulas based seemingly unrelated quantile regression

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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書目詳細資料
Main Authors:	Roengchai Tansuchat, Paravee Maneejuk, 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=85051375154&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/59126
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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