Directional quantile regression in R

DOI10.14736/KYB-2017-3-0480MaRDI QIDQ4599035zbMATH OpenOpenAlexFDO

Authors Miroslav Šiman, Pavel Boček

Publication date 15 December 2017

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10338.dmlcz/146938

zbMATH Keywords

regression quantilehalfspace depthmultivariate quantiledepth contourregression depth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Software, source code, etc. for problems pertaining to statistics (62-04) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Directional quantile regression in Octave (and MATLAB).
• Quantile regression.
• On directional multiple-output quantile regression
• Quantile regression. Theory and applications
• Empirical regression quantile processes.
• Quantile regression in varying coefficient models.
• Quantile regression: A nonparametric approach
• Regression quantiles in nonparametric regression
• Inference on the Quantile Regression Process

Cited in

(3)

• Directional quantile regression in Octave (and MATLAB).
• Choosing among notions of multivariate depth statistics
• On weighted and locally polynomial directional quantile regression

Describes a project that uses

Uses Software

• moQuantile
• modQR
• Octave
• R
• Matlab

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