基于复合分位数回归的股市风险研究The Research of Credit Risk of Corporate Bonds Based on Composite Quantile Regression

ISSN： 2325-226X

Source： Statistics and Applications, Vol.3, Iss.1, 2014-03, pp. : 18-23

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Semiparametric Hierarchical Composite Quantile Regression

By Chen Yanliang Tang Man-Lai Tian Maozai

Communications in Statistics: Theory and Methods, Vol. 44, Iss. 5, 2015-03 ,pp. : 996-1012

Taylor & Francis Ltd

Access to resources Recommend Favorite

Evaluating Value-at-Risk Models via Quantile Regression

By Gaglianone Wagner Piazza

Journal of Business & Economic Statistics, Vol. 29, Iss. 1, 2011-01 ,pp. : 150-160

Taylor & Francis Ltd

Access to resources Recommend Favorite

Linear Quantile Regression Based on EM Algorithm

By Tian Yuzhu Tian Maozai Zhu Qianqian

Communications in Statistics: Theory and Methods, Vol. 43, Iss. 16, 2014-08 ,pp. : 3464-3484

Taylor & Francis Ltd

Access to resources Recommend Favorite

Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression

By Fenske Nora Kneib Thomas Hothorn Torsten

Journal of the American Statistical Association, Vol. 106, Iss. 494, 2011-06 ,pp. : 494-510

Taylor & Francis Ltd

Access to resources Recommend Favorite

A new model selection procedure based on dynamic quantile regression

By Xiong Wei Tian Maozai

Journal of Applied Statistics, Vol. 41, Iss. 10, 2014-10 ,pp. : 2240-2256

Taylor & Francis Ltd

Access to resources Recommend Favorite