Reduced form vector directional quantiles (Q2359673): Difference between revisions

@@ Property / author @@
-Gabriel V. Montes-Rojas
@@ Property / author: Gabriel V. Montes-Rojas / rank @@
-Normal rank
@@ Property / author @@
+Gabriel V. Montes-Rojas
@@ Property / author: Gabriel V. Montes-Rojas / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CAViaR
@@ Property / describes a project that uses: CAViaR / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+quantilogram
@@ Property / describes a project that uses: quantilogram / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2017.03.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2598918905
@@ Property / OpenAlex ID: W2598918905 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional quantiles and tail dependence
@@ Property / cites work: Conditional quantiles and tail dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Vector quantile regression: an optimal transport approach
+Normal rank
@@ Property / cites work @@
+On a Geometric Notion of Quantiles for Multivariate Data
+Normal rank
@@ Property / cites work @@
+Monge-Kantorovich depth, quantiles, ranks and signs
+Normal rank
@@ Property / cites work @@
+Identification in Nonseparable Models
@@ Property / cites work: Identification in Nonseparable Models / rank @@
+Normal rank
@@ Property / cites work @@
+Modelling and forecasting government bond spreads in the euro area: a GVAR model
+Normal rank
@@ Property / cites work @@
+Quantiles for finite and infinite dimensional data
+Normal rank
@@ Property / cites work @@
+Threshold quantile autoregressive models
@@ Property / cites work: Threshold quantile autoregressive models / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
+Normal rank
@@ Property / cites work @@
+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
+Normal rank
@@ Property / cites work @@
+Quantile Autoregression
@@ Property / cites work: Quantile Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+\(M\)-estimation, convexity and quantiles
@@ Property / cites work: \(M\)-estimation, convexity and quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile regression methods for recursive structural equation models
+Normal rank
@@ Property / cites work @@
+On directional multiple-output quantile regression
+Normal rank
@@ Property / cites work @@
+Computing multiple-output regression quantile regions
+Normal rank
@@ Property / cites work @@
+An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
+Normal rank
@@ Property / cites work @@
+VAR for VaR: measuring tail dependence using multivariate regression quantiles
+Normal rank