Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress.
Lea PetrellaValentina RaponiPublished in: J. Multivar. Anal. (2019)
Keyphrases
- joint estimation
- linear regression models
- financial distress
- early warning
- regression analysis
- least squares
- regression model
- interval valued data
- linear regression model
- regression trees
- puts forward
- model selection
- decision support system
- statistical tests
- gaussian process
- neural network
- multi class
- knn
- feature space
- data analysis