Search results
- 1.0564724 - ÚTIA 2023 RIV US eng J - Journal Article
Hlubinka, D. - Kotík, L. - Šiman, Miroslav
Multivariate quantiles with both overall and directional probability interpretation.
Scandinavian Journal of Statistics. Roč. 49, č. 4 (2022), s. 1586-1604. ISSN 0303-6898. E-ISSN 1467-9469
R&D Projects: GA ČR GA17-07384S; GA ČR GA21-05325S
Institutional support: RVO:67985556
Keywords : directional quantile * kernel estimation * multivariate quantile * nonconvex quantile * quantile regression * reference region * tolerance region
OECD category: Statistics and probability
Impact factor: 1, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/SI/siman-0564724.pdf https://onlinelibrary.wiley.com/doi/10.1111/sjos.12603
Permanent Link: https://hdl.handle.net/11104/0336421 - 2.0480735 - ÚTIA 2018 RIV US eng M - Monography Chapter
Hallin, M. - Šiman, Miroslav
Multiple-output quantile regression.
Handbook of Quantile Regression. Boca Raton: Chapman and Hall/CRC, 2017 - (Koenker, R.; Chernozhukov, V.; He, X.; Peng, L.), s. 185-208. Chapman & Hall/CRC Handbooks of Modern Statistical Methods. ISBN 9781498725286
R&D Projects: GA ČR GA17-07384S
Institutional support: RVO:67985556
Keywords : multivariate quantile * quantile regression * multiple-output quantile regression * vector quantile regression
OECD category: Pure mathematics
http://library.utia.cas.cz/separaty/2017/SI/siman-0480735.pdf
Permanent Link: http://hdl.handle.net/11104/0276758 - 3.0476587 - ÚTIA 2018 RIV CZ eng J - Journal Article
Boček, Pavel - Šiman, Miroslav
Directional quantile regression in R.
Kybernetika. Roč. 53, č. 3 (2017), s. 480-492. ISSN 0023-5954
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : multivariate quantile * regression quantile * halfspace depth * depth contour
OECD category: Applied mathematics
Impact factor: 0.632, year: 2017
http://library.utia.cas.cz/separaty/2017/SI/bocek-0476587.pdf
Permanent Link: http://hdl.handle.net/11104/0273538 - 4.0458380 - ÚTIA 2017 RIV CZ eng J - Journal Article
Boček, Pavel - Šiman, Miroslav
Directional quantile regression in Octave (and MATLAB).
Kybernetika. Roč. 52, č. 1 (2016), s. 28-51. ISSN 0023-5954
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : quantile regression * multivariate quantile * depth contour * Matlab
Subject RIV: IN - Informatics, Computer Science
Impact factor: 0.379, year: 2016
http://library.utia.cas.cz/separaty/2016/SI/bocek-0458380.pdf
Permanent Link: http://hdl.handle.net/11104/0258936 - 5.0458243 - 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 - 6.0454429 - ÚTIA 2016 RIV CZ eng L4 - Software
Boček, Pavel - Šiman, Miroslav
Multiple-Output Directional Regression Quantile Computation Toolbox.
Internal code: simu0292 ; 2015
Technical parameters: bocek@utia.cas.cz
Economic parameters: basic tools for performing multiple-output quantile regression
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : multivariate quantile * regression
Subject RIV: JC - Computer Hardware ; Software
http://simu0292.utia.cas.cz/modQR/
Permanent Link: http://hdl.handle.net/11104/0257082 - 7.0446857 - 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 - 8.0445962 - ÚTIA 2016 RIV CZ eng L4 - Software
Boček, Pavel - Šiman, Miroslav
Multiple-Output Directional Regression Quantile Computation.
Internal code: CRAN modQR ; 2015
Technical parameters: basic tools package
Economic parameters: basic tools for performing multiple-output quantile regression and computing regression quantile contours by means of directional regression quantiles
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : multivariate quantile, * regression
Subject RIV: IN - Informatics, Computer Science
http://cran.r-project.org/web/packages/modQR/index.html
Permanent Link: http://hdl.handle.net/11104/0248316 - 9.0434510 - 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 - 10.0425059 - ÚTIA 2014 RIV US eng J - Journal Article
Šiman, Miroslav
Precision Index in the Multivariate Context.
Communications in Statistics - Theory and Methods. Roč. 43, č. 2 (2014), s. 377-387. ISSN 0361-0926. E-ISSN 1532-415X
R&D Projects: GA MŠMT(CZ) 1M06047
Institutional support: RVO:67985556
Keywords : data depth * multivariate quantile * process capability index * precision index * regression quantile
Subject RIV: BA - General Mathematics
Impact factor: 0.274, year: 2014
http://library.utia.cas.cz/separaty/2014/SI/siman-0425059.pdf
Permanent Link: http://hdl.handle.net/11104/0231503