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Computing multiple-output regression quantile regions

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    0376413 - ÚTIA 2013 RIV NL eng J - Journal Article
    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. E-ISSN 1872-7352
    R&D Projects: GA MŠMT(CZ) 1M06047
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : halfspace depth * multiple-output regression * parametric linear programming * quantile regression
    Subject RIV: BA - General Mathematics
    Impact factor: 1.304, year: 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.
    Permanent Link: http://hdl.handle.net/11104/0208819

     
     
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