Computing multiple-output regression quantile regions from projection quantiles

DOI10.1007/s00180-011-0231-yzbMath1304.65060OpenAlexW2074104549MaRDI QIDQ2512766

Miroslav Šiman, Davy Paindaveine

Publication date: 30 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/75304/3/comp2preprint.pdf

zbMATH Keywords

parametric programminghalfspace depthquantile regressionmultiple-output regressiondirectional quantile

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (16)

Exactly computing bivariate projection depth contours and median ⋮ Exact computation of the halfspace depth ⋮ Choosing among notions of multivariate depth statistics ⋮ On weighted and locally polynomial directional quantile regression ⋮ A new approach for the computation of halfspace depth in high dimensions ⋮ Some results on the computing of Tukey's halfspace median ⋮ On elliptical quantiles in the quantile regression setup ⋮ On directional multiple-output quantile regression ⋮ Computing projection depth and its associated estimators ⋮ Computing Halfspace Depth and Regression Depth ⋮ Multivariate Process Capability Indices: A Directional Approach ⋮ Joint estimation of conditional quantiles in multivariate linear regression models with an application to financial distress ⋮ Precision Index in the Multivariate Context ⋮ Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2 ⋮ On generalized elliptical quantiles in the nonlinear quantile regression setup ⋮ Computing halfspace depth contours based on the idea of a circular sequence

Uses Software

• Matlab
• SeDuMi
• Qhull
• MPT

Cites Work

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• 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
• The quickhull algorithm for convex hulls
• Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
• Hybrid Systems: Computation and Control
• The depth function of a population distribution.

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