Computing multiple-output regression quantile regions

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SYSNO ASEP	0376413
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Computing multiple-output regression quantile regions
Author(s)	Paindaveine, D. (BE) Šiman, Miroslav (UTIA-B)_{RID, ORCID}
Source Title	Computational Statistics and Data Analysis. - : Elsevier - ISSN 0167-9473 Roč. 56, č. 4 (2012), s. 840-853
Number of pages	14 s.
Language	eng - English
Country	NL - Netherlands
Keywords	halfspace depth ; multiple-output regression ; parametric linear programming ; quantile regression
Subject RIV	BA - General Mathematics
R&D Projects	1M06047 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
UT WOS	000301214900008
DOI	10.1016/j.csda.2010.11.014
Annotation	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.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2013

Number of the records: 1