On directional multiple-output quantile regression (Q618143)
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scientific article; zbMATH DE number 5836731
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On directional multiple-output quantile regression |
scientific article; zbMATH DE number 5836731 |
Statements
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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0.9268373
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0.90442693
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0.9016179
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0.88785845
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0.8860826
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0.8808517
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0.87881565
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