Computing multiple-output regression quantile regions from projection quantiles

0376414 - ÚTIA 2013 RIV DE eng J - Journal Article
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
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional research plan: CEZ:AV0Z10750506
Keywords : directional quantile * halfspace depth * multiple-output regression * parametric programming * quantile regression
Subject RIV: BA - General Mathematics
Impact factor: 0.482, year: 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.
Permanent Link: http://hdl.handle.net/11104/0208820