Maximum Entropy Quantile Regression with Unknown Quantile

Chokethaworn, K; Yamaka, W; Maneejuk, P

Yamaka, W (reprint author), Chiang Mai Univ, Fac Econ, Chiang Mai 50200, Thailand.; Yamaka, W (reprint author), Chiang Mai Univ, Ctr Excellence Econometr, Chiang Mai 50200, Thailand.

THAI JOURNAL OF MATHEMATICS, 2017; ( ): 107

Abstract

Selecting quantile level in quantile regression model has been prob- lematic for some researchers. Thus, this paper extends the analysis of quantile r......

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