Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
Work
Year: 2015
Type: article
Abstract: This paper studies the connections among the asymmetric Laplace probability density (ALPD), maximum likelihood, maximum entropy and quantile regression. We show that the maximum likelihood problem is... more
Source: Journal of Econometric Methods
Institutions University of Illinois Urbana-Champaign, University of Iowa, City, University of London, Chung-Ang University
Cites: 18
Cited by: 66
Related to: 10
FWCI: 4.344
Citation percentile (by year/subfield): 98.26
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green