Bayesian Estimation of Archimedean Copula-Based sur Quantile Models

Bayesian Estimation of Archimedean Copula-Based sur Quantile Models

© 2020 Nachatchapong Kaewsompong et al. We propose a high-dimensional copula to model the dependence structure of the seemingly unrelated quantile regression. As the conventional model faces with the strong assumption of the multivariate normal distribution and the linear dependence structure, thus,...

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書目詳細資料
Main Authors:	Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka
格式:	雜誌
出版:	2020
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85089021591&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/70439
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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