The following pages link to (Q3145542):
Displaying 50 items.
- Computing halfspace depth contours based on the idea of a circular sequence (Q256759) (← links)
- Vector quantile regression: an optimal transport approach (Q292882) (← links)
- Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model (Q309148) (← links)
- Convergence of quantile and depth regions (Q335640) (← links)
- On elliptical quantiles in the quantile regression setup (Q391531) (← links)
- Quantiles for finite and infinite dimensional data (Q414539) (← links)
- Computing multiple-output regression quantile regions (Q433245) (← links)
- On directional multiple-output quantile regression (Q618143) (← links)
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Smooth depth contours characterize the underlying distribution (Q990904) (← links)
- Exact computation of the halfspace depth (Q1659242) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Fast implementation of the Tukey depth (Q1695422) (← links)
- Methods for estimation of convex sets (Q1730906) (← links)
- Concentration of the empirical level sets of Tukey's halfspace depth (Q1740596) (← links)
- The limit of finite sample breakdown point of Tukey's halfspace median for general data (Q1788707) (← links)
- Halfspace depth and floating body (Q2002525) (← links)
- A new concept of quantiles for directional data and the angular Mahalanobis depth (Q2015161) (← links)
- Flexible quantile contour estimation for multivariate functional data: beyond convexity (Q2076156) (← links)
- Marginal M-quantile regression for multivariate dependent data (Q2143020) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Noncrossing structured additive multiple-output Bayesian quantile regression models (Q2195832) (← links)
- Testing multivariate quantile by empirical likelihood (Q2222231) (← links)
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress (Q2274932) (← links)
- On multivariate quantile regression analysis (Q2324263) (← links)
- On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813) (← links)
- Selecting an optimal model for forecasting the volumes of railway goods transportation (Q2362338) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- On weighted and locally polynomial directional quantile regression (Q2403398) (← links)
- Principal component analysis in an asymmetric norm (Q2418501) (← links)
- The spatial distribution in infinite dimensional spaces and related quantiles and depths (Q2510831) (← links)
- Computing multiple-output regression quantile regions from projection quantiles (Q2512766) (← links)
- Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
- Limit Theorems for Quantile and Depth Regions for Stochastic Processes (Q2954047) (← links)
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation (Q3068113) (← links)
- On Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression Context (Q3087576) (← links)
- Fast Computation of Tukey Trimmed Regions and Median in Dimension <i>p</i> > 2 (Q3391277) (← links)
- (Q5054660) (← links)
- Directional Quantile Classifiers (Q5057099) (← links)
- On the estimation of extreme directional multivariate quantiles (Q5078040) (← links)
- A new approach for the computation of halfspace depth in high dimensions (Q5086196) (← links)
- Rejoinder (Q5919919) (← links)
- Discussion (Q5971124) (← links)
- Discussion (Q5971125) (← links)
- Best approach direction for spherical random variables (Q6059407) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
- Quantile modeling through multivariate log‐normal/independent linear regression models with application to newborn data (Q6091671) (← links)
- A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators (Q6105769) (← links)
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression (Q6552935) (← links)
