Počet záznamů: 1  

Elliptical multiple-output quantile regression and convex optimization

  1. 1. 0458243 - UTIA-B 2017 RIV NL eng J - Článek v odborném periodiku
    Hallin, M. - Šiman, Miroslav
    Elliptical multiple-output quantile regression and convex optimization.
    Statistics & Probability Letters. Roč. 109, č. 1 (2016), s. 232-237. ISSN 0167-7152
    Grant CEP: GA ČR GA14-07234S
    Institucionální podpora: RVO:67985556
    Klíčová slova: quantile regression * elliptical quantile * multivariate quantile * multiple-output regression
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 0.540, rok: 2016
    http://library.utia.cas.cz/separaty/2016/SI/siman-0458243.pdf

    This article extends linear quantile regression to an elliptical multiple-output regression setup. The definition of the proposed concept leads to a convex optimization problem. Its elementary properties, and the consistency of its sample counterpart, are investigated. An empirical application is provided.
    Trvalý link: http://hdl.handle.net/11104/0258934