Počet záznamů: 1
Empirical regression quantile process
- 1.0532048 - ÚTIA 2021 RIV CZ eng J - Článek v odborném periodiku
Jurečková, Jana - Picek, J. - Schindler, M.
Empirical regression quantile process.
Applications of Mathematics. Roč. 65, č. 3 (2020), s. 257-269. ISSN 0862-7940. E-ISSN 1572-9109
Grant ostatní: GA ČR(CZ) GA18-01137S
Institucionální podpora: RVO:67985556
Klíčová slova: averaged regression quantile * R-estimator * functionals of the quantile process
Obor OECD: Statistics and probability
Impakt faktor: 0.881, rok: 2020
Způsob publikování: Open access
http://library.utia.cas.cz/separaty/2020/SI/jureckova-0532048.pdf https://link.springer.com/article/10.21136/AM.2020.0295-19
We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not under
our control. As a suitable tool we propose the empirical process of the average regression quantiles. It partially masks the effect of covariates and has other properties convenient
for applications, e.g. for coherent risk measures of various types in the situations with covariates.
Trvalý link: http://hdl.handle.net/11104/0310669
Počet záznamů: 1