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...

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Bibliographic Details
Main Author: Jan Kalina
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