Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models
Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models
About this item
Full title
Author / Creator
Publisher
Cairo, Egypt: Hindawi Publishing Corporation
Journal title
Language
English
Formats
Publication information
Publisher
Cairo, Egypt: Hindawi Publishing Corporation
Subjects
More information
Scope and Contents
Contents
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, we apply the multivariate exchangeable copula function to relax this assumption. As there...
Alternative Titles
Full title
Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_doaj_primary_oai_doaj_org_article_7919b07fb6f54f6892c3cbf518043d79
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_7919b07fb6f54f6892c3cbf518043d79
Other Identifiers
ISSN
1076-2787
E-ISSN
1099-0526
DOI
10.1155/2020/6746303
