On elliptical quantiles in the quantile regression setup

DOI10.1016/J.JMVA.2012.11.016MaRDI QIDQ391531zbMATH OpenOpenAlexFDO

Authors Daniel Hlubinka, Miroslav Šiman

Publication date 10 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.11.016

zbMATH Keywords

multivariate quantilesnonparametric regressionregression quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99)

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Cites work

• An L1-type estimator of multivariate location and shape
• Asymptotic Statistics
• Computation of Minimum-Volume Covering Ellipsoids
• Computing multiple-output regression quantile regions
• Computing multiple-output regression quantile regions from projection quantiles
• Graph implementations for nonsmooth convex programs
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Local bilinear multiple-output quantile/depth regression
• Minimum volume sets and generalized quantile processes
• 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
• Multivariate regression S-estimators for robust estimation and inference
• On directional multiple-output quantile regression
• Quantile regression.
• Quantile tomography: using quantiles with multivariate data
• Regression Quantiles
• The minimum weighted covariance determinant estimator

Cited in

(8)

• Quantile predictions for elliptical random fields
• On generalized elliptical quantiles in the nonlinear quantile regression setup
• Weather daily data approximation using point adaptive ellipsoidal neighborhood in scattered data interpolation methods
• Common multivariate estimators of location and scatter capture the symmetry of the underlying distribution
• Parametric elliptical regression quantiles
• Multiple-output quantile regression neural network
• On superlevel sets of conditional densities and multivariate quantile regression
• Elliptical multiple-output quantile regression and convex optimization

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Uses Software

• CVX

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