Open AccessCopulas based seemingly unrelated quantile regression
Author(s) -
Roengchai Tansuchat,
Paravee Maneejuk,
Woraphon Yamaka,
Songsak Sriboonchitta
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1053/1/012102
Subject(s) - multivariate statistics , quantile regression , econometrics , quantile , copula (linguistics) , stock (firearms) , statistics , economics , mathematics , stock market , seemingly unrelated regressions , geography , context (archaeology) , archaeology