On directional multiple-output quantile regression

Number of the records: 1

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SYSNO	0364128
Title	On directional multiple-output quantile regression
Author(s)	Paindaveine, D. (BE) Šiman, Miroslav (UTIA-B) [SI]_{RID, ORCID}
Source Title	Journal of Multivariate Analysis. Roč. 102, č. 2 (2011), s. 193-212. - : Elsevier
Document Type	Článek v odborném periodiku
Grant	1M06047 GA MŠMT - Ministry of Education, Youth and Sports (MEYS), CZ - Czech Republic
	Fonds National de la Recherche Scientifique, BE - Belgium
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Language	eng
Country	US
Keywords	multivariate quantile * quantile regression * multiple-output regression * halfspace depth * portfolio optimization * value-at risk
URL	http://library.utia.cas.cz/separaty/2011/SI/siman-0364128.pdf
Permanent Link	http://hdl.handle.net/11104/0199690

Number of the records: 1