Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models

<div>Absolute Bias (first column) and MSE (second column) of the estimates of <svg height="13.8999pt" id="M333" style="vertical-align:-3.94351pt" version="1.1" viewbox="-0.0498162 -9.95639 53.6166 13.8999" width="53.6166pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M475 507C475 612 440 712 326 712C139 712 23 420 23 215C23 96 58 -12 180 -12C369 -12 475 293 475 507ZM391 522C391 486 387 448 379 394H126C155 538 222 677 310 677C386 677 391 571 391 522ZM373 346C344 193 283 22 189 22C126 22 106 114 106 196C106 243 111 293 118 346H373Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,6.475,-5.741)"><path d="M558 106L533 129C501 84 476 67 464 67C446 67 435 116 414 239C457 297 508 367 550 440L539 451L484 438C458 390 429 338 404 300H402C375 407 351 451 285 451C168 451 24 312 24 153C24 56 66 -12 132 -12C206 -12 284 64 345 156H347C367 24 386 -12 422 -12C457 -12 503 7 558 106ZM338 206C272 99 215 56 173 56C140 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435 116 414 239C457 297 508 367 550 440L539 451L484 438C458 390 429 338 404 300H402C375 407 351 451 285 451C168 451 24 312 24 153C24 56 66 -12 132 -12C206 -12 284 64 345 156H347C367 24 386 -12 422 -12C457 -12 503 7 558 106ZM338 206C272 99 215 56 173 56C140 56 116 96 116 170C116 303 194 405 255 405C304 405 324 299 338 206Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,47.285,3.784)"><path d="M606 650H137L129 618C217 609 221 609 203 518L129 129C115 46 106 40 26 32L18 0H300L307 32C210 40 203 45 218 129L249 305H358C454 305 455 296 457 219H491L531 425H497C465 353 463 350 366 350H259L300 569C306 605 310 611 346 611H444C522 611 535 598 541 578C550 557 553 519 552 485L588 489L606 650Z"></path></g></svg> at different quantile levels, <span class="nowrap"><svg height="11.5564pt" id="M334" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 107.069 11.5564" width="107.069pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g 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622C216 615 219 612 203 527L129 132C112 40 105 36 23 28L17 0H279L285 28C199 34 194 40 211 132L239 284H284C320 284 334 275 351 236C374 182 394 140 420 93C459 23 495 -1 592 -8H600L610 18ZM480 485C480 424 449 372 403 342C374 323 338 316 293 316H245L291 562C296 589 301 601 311 608S337 618 358 618C432 618 480 575 480 485Z"></path></g></svg> = 1,000 repetitions.</div>

Complexity

Bayesian Estimation of Archimedean Copula-Based SUR Quantile Models

Figure 2