Elliptical multiple-output quantile regression and convex optimization

DOI10.1016/J.SPL.2015.11.021MaRDI QIDQ899672zbMATH OpenOpenAlexFDO

Authors Marc Hallin, Miroslav Šiman

Publication date 30 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://dipot.ulb.ac.be/dspace/bitstream/2013/221191/3/2015-47-HALLIN_SIMAN-elliptical.pdf

zbMATH Keywords

quantile regressionmultiple-output regressionmultivariate quantileelliptical quantile

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

Recommendations

• On elliptical quantiles in the quantile regression setup
• Parametric elliptical regression quantiles
• On generalized elliptical quantiles in the nonlinear quantile regression setup
• Multiple-output quantile regression through optimal quantization
• Local bilinear multiple-output quantile/depth regression

Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• A canonical definition of shape
• Asymptotic Statistics
• Conditions for bimodality and multimodality of a mixture of two unimodal densities
• Graph implementations for nonsmooth convex programs
• Local bilinear multiple-output quantile/depth regression
• Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
• On elliptical quantiles in the quantile regression setup
• On generalized elliptical quantiles in the nonlinear quantile regression setup
• Regression Quantiles

Cited in

(5)

• On elliptical quantiles in the quantile regression setup
• Multiple-output quantile regression neural network
• Parametric elliptical regression quantiles
• Multiple-output quantile regression through optimal quantization
• On generalized elliptical quantiles in the nonlinear quantile regression setup

Describes a project that uses

Uses Software

• Matlab
• CVX

This page was built for publication: Elliptical multiple-output quantile regression and convex optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899672)