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On generalized elliptical quantiles in the nonlinear quantile regression setup
- 1.0434510 - ÚTIA 2016 RIV US eng J - Journal Article
Hlubinka, D. - Šiman, Miroslav
On generalized elliptical quantiles in the nonlinear quantile regression setup.
Test. Roč. 24, č. 2 (2015), s. 249-264. ISSN 1133-0686. E-ISSN 1863-8260
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : multivariate quantile * elliptical quantile * quantile regression * multivariate statistical inference * portfolio optimization
Subject RIV: BA - General Mathematics
Impact factor: 1.207, year: 2015
http://library.utia.cas.cz/separaty/2014/SI/siman-0434510.pdf
Permanent Link: http://hdl.handle.net/11104/0239351
Number of the records: 1