On generalized elliptical quantiles in the nonlinear quantile regression setup

Number of the records: 1

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SYSNO	0434510
Title	On generalized elliptical quantiles in the nonlinear quantile regression setup
Author(s)	Hlubinka, D. (CZ) Šiman, Miroslav (UTIA-B) [SI]_{RID, ORCID}
Source Title	Test. Roč. 24, č. 2 (2015), s. 249-264
Document Type	Článek v odborném periodiku
Grant	GA14-07234S GA ČR - Czech Science Foundation (CSF)
Institutional support	UTIA-B - RVO:67985556
Language	eng
Country	US
Keywords	multivariate quantile * elliptical quantile * quantile regression * multivariate statistical inference * portfolio optimization
Cooperating institutions	Univerzita Karlova v Praze, Matematicko-fyzikální fakulta (Czech Republic)
URL	http://library.utia.cas.cz/separaty/2014/SI/siman-0434510.pdf
Permanent Link	http://hdl.handle.net/11104/0239351

Number of the records: 1