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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| Main Authors: | , , |
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| 格式: | 雜誌 |
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2020
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| 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 |
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| 機構: | Chiang Mai University |
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