On multivariate quantile regression
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Publication:1869072
DOI10.1016/S0378-3758(01)00277-4zbMATH Open1030.62046OpenAlexW2080000723MaRDI QIDQ1869072FDOQ1869072
Publication date: 9 April 2003
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(01)00277-4
Recommendations
Multivariate analysis (62H99) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (34)
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
- Computing multiple-output regression quantile regions
- On directional multiple-output quantile regression
- A joint quantile regression model for multiple longitudinal outcomes
- Quantile functions for multivariate analysis: approaches and applications
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
- Robust online signal extraction from multivariate time series
- Bivariate Functional Quantile Envelopes With Application to Radiosonde Wind Data
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- On multivariate quantiles under partial orders
- Multiple Quantile Modelling via Reduced Rank Regression
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- A Multivariate Quantile Predictor
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- Regularized simultaneous model selection in multiple quantiles regression
- Local bilinear multiple-output quantile/depth regression
- Computing multiple-output regression quantile regions from projection quantiles
- Choosing among notions of multivariate depth statistics
- On the \(u\)\,th geometric conditional quantile
- Extreme geometric quantiles in a multivariate regular variation framework
- TR Multivariate Conditional Median Estimation
- Bayesian multivariate quantile regression using dependent Dirichlet process prior
- Quantile regression for mixed models with an application to examine blood pressure trends in China
- Modeling sign concordance of quantile regression residuals with multiple outcomes
- Multivariate generalized S-estimators
- Gibbs posterior inference on multivariate quantiles
- Multivariate quantiles with both overall and directional probability interpretation
- Spatial quantile estimation of multivariate threshold time series models
- Multivariate \(\rho \)-quantiles: a spatial approach
- Flexible quantile contour estimation for multivariate functional data: beyond convexity
- Moving quantile regression
- Regression based principal component analysis for sparse functional data with applications to screening growth paths
- Vector quantile regression beyond the specified case
- Nonparametric depth and quantile regression for functional data
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