On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813)
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English | On generalized elliptical quantiles in the nonlinear quantile regression setup |
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On generalized elliptical quantiles in the nonlinear quantile regression setup (English)
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26 June 2015
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multivariate quantile
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elliptical quantile
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quantile regression
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multivariate statistical inference
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portfolio optimization
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