On multivariate quantile regression

DOI10.1016/S0378-3758(01)00277-4zbMath1030.62046MaRDI QIDQ1869072

Biman Chakraborty

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

equivariance; transformation-retransformation; multiresponse linear models; data-driven coordinates

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Related Items

Robust online signal extraction from multivariate time series, Multivariate generalized S-estimators, On the \(u\)\,th geometric conditional quantile, Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth, TR Multivariate Conditional Median Estimation

Uses Software

• AS 229
• semml
• AS 108

Cites Work

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