Počet záznamů: 1  

Computing multiple-output regression quantile regions

  1. 1. 0376413 - UTIA-B 2013 RIV NL eng J - Článek v odborném periodiku
    Paindaveine, D. - Šiman, Miroslav
    Computing multiple-output regression quantile regions.
    Computational Statistics and Data Analysis. Roč. 56, č. 4 (2012), s. 840-853 ISSN 0167-9473
    Grant CEP: GA MŠk(CZ) 1M06047
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: halfspace depth * multiple-output regression * parametric linear programming * quantile regression
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 1.304, rok: 2012
    http://library.utia.cas.cz/separaty/2012/SI/siman-0376413.pdf

    A procedure relying on linear programming techniques is developed to compute (regression) quantile regions that have been defined recently. In the location case, this procedure allows for computing halfspace depth regions even beyond dimension two. The corresponding algorithm is described in detail, and illustrations are provided both for simulated and real data. The efficiency of a Matlab implementation of the algorithm is also investigated through extensive simulations.
    Trvalý link: http://hdl.handle.net/11104/0208819