Bayesian Estimation of Archimedean Copula-Based sur Quantile Models

• المؤلفون الرئيسيون: Nachatchapong Kaewsompong, Paravee Maneejuk, Woraphon Yamaka
• التنسيق: دورية
• منشور في: 2020
• الموضوعات: Computer Science
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85089021591&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/70439
• المؤسسة: Chiang Mai University

© 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,...