On directional multiple-output quantile regression
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Cites work
- scientific article; zbMATH DE number 2246589 (Why is no real title available?)
- An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
- Breakdown properties of location estimates based on halfspace depth and projected outlyingness
- Computing multiple-output regression quantile regions from projection quantiles
- Discussion
- General notions of statistical depth function.
- Measures of centrality for multivariate and directional distributions
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- On a Geometric Notion of Quantiles for Multivariate Data
- On multivariate quantile regression
- Quantile functions for multivariate analysis: approaches and applications
- Quantile regression.
- Quantile tomography: using quantiles with multivariate data
- Regression Depth
- Regression Quantiles
- Rejoinder
- Shortfall as a risk measure: properties, optimization and applications
- The depth function of a population distribution.
- VALUE-AT-RISK AND EXPECTED SHORTFALL FOR LINEAR PORTFOLIOS WITH ELLIPTICALLY DISTRIBUTED RISK FACTORS
- Weighted halfspace depth
- \(M\)-estimation, convexity and quantiles
Cited in
(30)- On elliptical quantiles in the quantile regression setup
- Computing halfspace depth contours based on the idea of a circular sequence
- Directional quantile regression in R
- Computing multiple-output regression quantile regions
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Computing halfspace depth and regression depth
- Finite sample breakdown point of Tukey's halfspace median
- On exact computation of some statistics based on projection pursuit in a general regression context
- Directional quantile regression in Octave (and MATLAB).
- Precision index in the multivariate context
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Marginal M-quantile regression for multivariate dependent data
- Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2
- Some results on the computing of Tukey's halfspace median
- On generalized elliptical quantiles in the nonlinear quantile regression setup
- Multivariate quantile impulse response functions
- The sparse method of simulated quantiles: An application to portfolio optimization
- Estimating impulse-response functions for macroeconomic models using directional quantiles
- Local bilinear multiple-output quantile/depth regression
- Exactly computing bivariate projection depth contours and median
- Testing axial symmetry by means of directional regression quantiles
- Multivariate process capability indices: a directional approach
- Computing multiple-output regression quantile regions from projection quantiles
- Reduced form vector directional quantiles
- The limit of finite sample breakdown point of Tukey's halfspace median for general data
- Unified Unconditional Regression for Multivariate Quantiles, M-Quantiles, and Expectiles
- Multivariate quantiles with both overall and directional probability interpretation
- Computing projection depth and its associated estimators
- On weighted and locally polynomial directional quantile regression
- Rejoinder
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