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On directional multiple-output quantile regression
- 1.0364128 - ÚTIA 2012 RIV US eng J - Journal Article
Paindaveine, D. - Šiman, Miroslav
On directional multiple-output quantile regression.
Journal of Multivariate Analysis. Roč. 102, č. 2 (2011), s. 193-212. ISSN 0047-259X
R&D Projects: GA MŠMT(CZ) 1M06047
Grant - others:Commision EC(BE) Fonds National de la Recherche Scientifique
Institutional research plan: CEZ:AV0Z10750506
Keywords : multivariate quantile * quantile regression * multiple-output regression * halfspace depth * portfolio optimization * value-at risk
Subject RIV: BA - General Mathematics
Impact factor: 0.879, year: 2011
http://library.utia.cas.cz/separaty/2011/SI/siman-0364128.pdf
Permanent Link: http://hdl.handle.net/11104/0199690
Number of the records: 1