Search results
- 1.0446857 - ÚTIA 2016 RIV NL eng J - Journal Article
Hallin, M. - Lu, Z. - Paindaveine, D. - Šiman, Miroslav
Local bilinear multiple-output quantile/depth regression.
Bernoulli. Roč. 21, č. 3 (2015), s. 1435-1466. ISSN 1350-7265. E-ISSN 1573-9759
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional support: RVO:67985556
Keywords : conditional depth * growth chart * halfspace depth * local bilinear regression * multivariate quantile * quantile regression * regression depth
Subject RIV: BA - General Mathematics
Impact factor: 1.372, year: 2015
http://library.utia.cas.cz/separaty/2015/SI/siman-0446857.pdf
Permanent Link: http://hdl.handle.net/11104/0248946 - 2.0376414 - ÚTIA 2013 RIV DE eng J - Journal Article
Paindaveine, D. - Šiman, Miroslav
Computing multiple-output regression quantile regions from projection quantiles.
Computational Statistics. Roč. 27, č. 1 (2012), s. 29-49. ISSN 0943-4062. E-ISSN 1613-9658
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional research plan: CEZ:AV0Z10750506
Keywords : directional quantile * halfspace depth * multiple-output regression * parametric programming * quantile regression
Subject RIV: BA - General Mathematics
Impact factor: 0.482, year: 2012
http://library.utia.cas.cz/separaty/2012/SI/siman-0376414.pdf
Permanent Link: http://hdl.handle.net/11104/0208820 - 3.0376413 - ÚTIA 2013 RIV NL eng J - Journal Article
Paindaveine, D. - Šiman, Miroslav
Computing multiple-output regression quantile regions.
Computational Statistics and Data Analysis. Roč. 56, č. 4 (2012), s. 840-853. ISSN 0167-9473. E-ISSN 1872-7352
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional research plan: CEZ:AV0Z10750506
Keywords : halfspace depth * multiple-output regression * parametric linear programming * quantile regression
Subject RIV: BA - General Mathematics
Impact factor: 1.304, year: 2012
http://library.utia.cas.cz/separaty/2012/SI/siman-0376413.pdf
Permanent Link: http://hdl.handle.net/11104/0208819 - 4.0364128 - 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