On multivariate quantile regression analysis

DOI10.1007/s10260-017-0407-xzbMath1427.62028OpenAlexW2769395791MaRDI QIDQ2324263

Jean-Paul Chavas

Publication date: 11 September 2019

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-017-0407-x

zbMATH Keywords

linear programmingquantile regressionmultivariatenonconvex estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear programming (90C05)

Related Items (1)

Quantile hidden semi-Markov models for multivariate time series

Cites Work

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• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
• On a Geometric Notion of Quantiles for Multivariate Data
• An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
• Regression Quantiles
• Robust Estimation of a Location Parameter
• Discussion

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