FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2885647151> ?p ?o ?g. }

• W2885647151 endingPage "84" @default.
• W2885647151 startingPage "70" @default.
• W2885647151 abstract "This paper proposes a maximum likelihood approach to jointly estimate marginal conditional quantiles of multivariate response variables in a linear regression framework. We consider a slight reparameterization of the multivariate asymmetric Laplace distribution proposed by Kotz et al. (2001) and exploit its location–scale mixture representation to implement a new EM algorithm for estimating model parameters. The idea is to extend the link between the asymmetric Laplace distribution and the well-known univariate quantile regression model to a multivariate context, i.e., when a multivariate dependent variable is concerned. The approach accounts for association among multiple responses and studies how the relationship between responses and explanatory variables can vary across different quantiles of the marginal conditional distribution of the responses. A penalized version of the EM algorithm is also presented to tackle the problem of variable selection. The validity of our approach is analyzed in a simulation study, where we also provide evidence on the efficiency gain of the proposed method compared to estimation obtained by separate univariate quantile regressions. A real data application examines the main determinants of financial distress in a sample of Italian firms." @default.
• W2885647151 created "2018-08-22" @default.
• W2885647151 creator A5000455158 @default.
• W2885647151 creator A5047898238 @default.
• W2885647151 date "2019-09-01" @default.
• W2885647151 modified "2023-10-17" @default.
• W2885647151 title "Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress" @default.
• W2885647151 cites W1198918901 @default.
• W2885647151 cites W1716180660 @default.
• W2885647151 cites W1853859481 @default.
• W2885647151 cites W1966230629 @default.
• W2885647151 cites W1981463702 @default.
• W2885647151 cites W1991452110 @default.
• W2885647151 cites W1998073888 @default.
• W2885647151 cites W2000814483 @default.
• W2885647151 cites W2004412581 @default.
• W2885647151 cites W2005283340 @default.
• W2885647151 cites W2005415391 @default.
• W2885647151 cites W2020023242 @default.
• W2885647151 cites W2028310103 @default.
• W2885647151 cites W2048895215 @default.
• W2885647151 cites W2074104549 @default.
• W2885647151 cites W2075078588 @default.
• W2885647151 cites W2080000723 @default.
• W2885647151 cites W2084871407 @default.
• W2885647151 cites W2088493922 @default.
• W2885647151 cites W2094248606 @default.
• W2885647151 cites W2101491743 @default.
• W2885647151 cites W2105787212 @default.
• W2885647151 cites W2122825543 @default.
• W2885647151 cites W2136326182 @default.
• W2885647151 cites W2138198368 @default.
• W2885647151 cites W2150230417 @default.
• W2885647151 cites W2150747312 @default.
• W2885647151 cites W2559677367 @default.
• W2885647151 cites W2577676971 @default.
• W2885647151 cites W2579039865 @default.
• W2885647151 cites W2799352017 @default.
• W2885647151 cites W3023623894 @default.
• W2885647151 cites W3104063934 @default.
• W2885647151 cites W3122639747 @default.
• W2885647151 cites W3157968023 @default.
• W2885647151 cites W4234698323 @default.
• W2885647151 cites W4241653265 @default.
• W2885647151 cites W4246715751 @default.
• W2885647151 cites W4294541781 @default.
• W2885647151 doi "https://doi.org/10.1016/j.jmva.2019.02.008" @default.
• W2885647151 hasPublicationYear "2019" @default.
• W2885647151 type Work @default.
• W2885647151 sameAs 2885647151 @default.
• W2885647151 citedByCount "35" @default.
• W2885647151 countsByYear W28856471512019 @default.
• W2885647151 countsByYear W28856471512020 @default.
• W2885647151 countsByYear W28856471512021 @default.
• W2885647151 countsByYear W28856471512022 @default.
• W2885647151 countsByYear W28856471512023 @default.
• W2885647151 crossrefType "journal-article" @default.
• W2885647151 hasAuthorship W2885647151A5000455158 @default.
• W2885647151 hasAuthorship W2885647151A5047898238 @default.
• W2885647151 hasBestOaLocation W28856471511 @default.
• W2885647151 hasConcept C105795698 @default.
• W2885647151 hasConcept C118671147 @default.
• W2885647151 hasConcept C122123141 @default.
• W2885647151 hasConcept C149782125 @default.
• W2885647151 hasConcept C161584116 @default.
• W2885647151 hasConcept C165216359 @default.
• W2885647151 hasConcept C199163554 @default.
• W2885647151 hasConcept C33923547 @default.
• W2885647151 hasConcept C43555835 @default.
• W2885647151 hasConcept C48921125 @default.
• W2885647151 hasConcept C63817138 @default.
• W2885647151 hasConcept C64946054 @default.
• W2885647151 hasConceptScore W2885647151C105795698 @default.
• W2885647151 hasConceptScore W2885647151C118671147 @default.
• W2885647151 hasConceptScore W2885647151C122123141 @default.
• W2885647151 hasConceptScore W2885647151C149782125 @default.
• W2885647151 hasConceptScore W2885647151C161584116 @default.
• W2885647151 hasConceptScore W2885647151C165216359 @default.
• W2885647151 hasConceptScore W2885647151C199163554 @default.
• W2885647151 hasConceptScore W2885647151C33923547 @default.
• W2885647151 hasConceptScore W2885647151C43555835 @default.
• W2885647151 hasConceptScore W2885647151C48921125 @default.
• W2885647151 hasConceptScore W2885647151C63817138 @default.
• W2885647151 hasConceptScore W2885647151C64946054 @default.
• W2885647151 hasLocation W28856471511 @default.
• W2885647151 hasLocation W28856471512 @default.
• W2885647151 hasOpenAccess W2885647151 @default.
• W2885647151 hasPrimaryLocation W28856471511 @default.
• W2885647151 hasRelatedWork W2007977664 @default.
• W2885647151 hasRelatedWork W2364275385 @default.
• W2885647151 hasRelatedWork W2526321210 @default.
• W2885647151 hasRelatedWork W3014605311 @default.
• W2885647151 hasRelatedWork W3205863630 @default.
• W2885647151 hasRelatedWork W4206511378 @default.
• W2885647151 hasRelatedWork W4206618949 @default.
• W2885647151 hasRelatedWork W4252013513 @default.
• W2885647151 hasRelatedWork W4318833145 @default.
• W2885647151 hasRelatedWork W4376874882 @default.

• next