On multivariate quantile regression analysis
From MaRDI portal
Publication:2324263
Recommendations
Cites work
- L₁-estimation in linear models with heterogeneous white noise
- An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
- Discussion
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- scientific article; zbMATH DE number 45540 (Why is no real title available?)
- scientific article; zbMATH DE number 3541764 (Why is no real title available?)
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multivariate quantile function models
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
- On a Geometric Notion of Quantiles for Multivariate Data
- Quantile regression.
- Quantile tomography: using quantiles with multivariate data
- Regression Quantiles
- Robust Estimation of a Location Parameter
Cited in
(30)- \(M\)-estimation, convexity and quantiles
- On multivariate quantile regression
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
- On the use of quantile regression to deal with heterogeneity: the case of multi-block data
- Canonical quantile regression
- Marginal M-quantile regression for multivariate dependent data
- Quantile hidden semi-Markov models for multivariate time series
- Noncrossing structured additive multiple-output Bayesian quantile regression models
- Testing multivariate quantile by empirical likelihood
- Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress
- On weighted and locally polynomial directional quantile regression
- Directional quantile regression in Octave (and MATLAB).
- Vector quantile regression: an optimal transport approach
- scientific article; zbMATH DE number 5815898 (Why is no real title available?)
- Quantile tomography: using quantiles with multivariate data
- Shape constraints in multivariate regression.
- Multivariate quantile function models
- Modeling and Fitting Quantile Distributions and Regressions
- An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts
- Quantile functions for multivariate analysis: approaches and applications
- scientific article; zbMATH DE number 2145269 (Why is no real title available?)
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Factorisable multitask quantile regression
- Quantile Association Regression Models
- Parametric elliptical regression quantiles
- A Multivariate Quantile Predictor
- Multiple Quantile Modelling via Reduced Rank Regression
- Multivariate quantiles with both overall and directional probability interpretation
- On directional multiple-output quantile regression
- Modeling sign concordance of quantile regression residuals with multiple outcomes
This page was built for publication: On multivariate quantile regression analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2324263)
