An application of directional quantiles to economic data with a multivariate response
Quantile regression represents a popular and useful methodology for modeling quantiles of a response variable based on one or more independent variables. Directional quantiles represent an available extension to the linear regression model with a multivariate response. However, we are not aware of a...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
University in Belgrade
2020-11-01
|
Series: | Serbian Journal of Management |
Subjects: | |
Online Access: | https://aseestant.ceon.rs/index.php/sjm/article/view/22671/16022 |