Počet záznamů: 1
Computing multiple-output regression quantile regions from projection quantiles
- 1.0376414 - ÚTIA 2013 RIV DE eng J - Článek v odborném periodiku
Paindaveine, D. - Šiman, Miroslav
Computing multiple-output regression quantile regions from projection quantiles.
Computational Statistics. Roč. 27, č. 1 (2012), s. 29-49. ISSN 0943-4062. E-ISSN 1613-9658
Grant CEP: GA MŠMT(CZ) 1M06047
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: directional quantile * halfspace depth * multiple-output regression * parametric programming * quantile regression
Kód oboru RIV: BA - Obecná matematika
Impakt faktor: 0.482, rok: 2012
http://library.utia.cas.cz/separaty/2012/SI/siman-0376414.pdf
The present paper provides a solution to the problem of finding regression quantile regions that is based on the concept of projection regression quantiles. We describe in detail the algorithm solving the parametric programming problem involved, and illustrate the resulting procedure on simulated data.
Trvalý link: http://hdl.handle.net/11104/0208820
Počet záznamů: 1