On directional multiple-output quantile regression (Q618143): Difference between revisions
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scientific article
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English | On directional multiple-output quantile regression |
scientific article |
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On directional multiple-output quantile regression (English)
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14 January 2011
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multivariate quantile
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quantile regression
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multiple-output regression
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halfspace depth
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portfolio optimization
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value-at-risk
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