Multiple-output quantile regression through optimal quantization

DOI10.1111/SJOS.12426MaRDI QIDQ5108980zbMATH OpenOpenAlexFDO

Authors Isabelle Charlier, Davy Paindaveine, Jérôme Saracco

Publication date 7 May 2020

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/sjos.12426

zbMATH Keywords

nonparametric estimationquantile regressionoptimal quantizationmultivariate quantile

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

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Cited in

(11)

• EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
• On directional multiple-output quantile regression
• Prediction by quantization of a conditional distribution
• Elliptical multiple-output quantile regression and convex optimization
• Learning Multiple Quantiles With Neural Networks
• Vector quantile regression: an optimal transport approach
• Multiple Quantile Modelling via Reduced Rank Regression
• Local bilinear multiple-output quantile/depth regression
• Quantile hidden semi-Markov models for multivariate time series
• Multi-step quantile regression tree
• Multiple-output quantile regression neural network

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