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

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+Conditional quantiles and tail dependence
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+Vector quantile regression: an optimal transport approach
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+On a Geometric Notion of Quantiles for Multivariate Data
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+Monge-Kantorovich depth, quantiles, ranks and signs
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+Identification in Nonseparable Models
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+Modelling and forecasting government bond spreads in the euro area: a GVAR model
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+Quantiles for finite and infinite dimensional data
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+Threshold quantile autoregressive models
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+Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
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+The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
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+Quantile Autoregression
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+\(M\)-estimation, convexity and quantiles
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+Quantile regression methods for recursive structural equation models
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+On directional multiple-output quantile regression
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+Computing multiple-output regression quantile regions
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+An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
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+VAR for VaR: measuring tail dependence using multivariate regression quantiles
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