Elliptical multiple-output quantile regression and convex optimization
DOI10.1016/J.SPL.2015.11.021zbMATH Open1329.62258OpenAlexW2175330387MaRDI QIDQ899672FDOQ899672
Authors: Marc Hallin, Miroslav Šiman 
Publication date: 30 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/221191/3/2015-47-HALLIN_SIMAN-elliptical.pdf
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Nonparametric estimation (62G05) Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)
Cites Work
- Regression Quantiles
- Asymptotic Statistics
- Title not available (Why is that?)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- A canonical definition of shape
- Graph implementations for nonsmooth convex programs
- On generalized elliptical quantiles in the nonlinear quantile regression setup
- Local bilinear multiple-output quantile/depth regression
- On elliptical quantiles in the quantile regression setup
- Conditions for bimodality and multimodality of a mixture of two unimodal densities
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