Search results
- 1.0493763 - ÚTIA 2021 RIV PT eng J - Journal Article
Hlubinka, D. - Šiman, Miroslav
Parametric Elliptical Regression Quantiles.
Revstat Statistical Journal. Roč. 18, č. 3 (2020), s. 257-280. ISSN 1645-6726
R&D Projects: GA ČR GA17-07384S; GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : multiple-output regression * quantile regression * nonlinear regression * elliptical quantile
OECD category: Pure mathematics
Impact factor: 1.250, year: 2020
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2018/SI/siman-0493763.pdf https://www.ine.pt/revstat/pdf/ONPARAMETRICELLIPTICALREGRESSIONQUANTILES.pdf
Permanent Link: http://hdl.handle.net/11104/0289349 - 2.0458243 - ÚTIA 2017 RIV NL eng J - Journal Article
Hallin, M. - Šiman, Miroslav
Elliptical multiple-output quantile regression and convex optimization.
Statistics & Probability Letters. Roč. 109, č. 1 (2016), s. 232-237. ISSN 0167-7152. E-ISSN 1879-2103
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : quantile regression * elliptical quantile * multivariate quantile * multiple-output regression
Subject RIV: BA - General Mathematics
Impact factor: 0.540, year: 2016
http://library.utia.cas.cz/separaty/2016/SI/siman-0458243.pdf
Permanent Link: http://hdl.handle.net/11104/0258934 - 3.0434510 - 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 - 4.0393100 - ÚTIA 2014 RIV US eng J - Journal Article
Hlubinka, D. - Šiman, Miroslav
On elliptical quantiles in the quantile regression setup.
Journal of Multivariate Analysis. Roč. 116, č. 1 (2013), s. 163-171. ISSN 0047-259X
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional research plan: CEZ:AV0Z1075907
Institutional support: RVO:67985556
Keywords : regression quantile * elliptical quantile * multivariate quantile
Subject RIV: BA - General Mathematics
Impact factor: 0.943, year: 2013
http://library.utia.cas.cz/separaty/2013/SI/siman-0393100.pdf
Permanent Link: http://hdl.handle.net/11104/0221982