On elliptical quantiles in the quantile regression setup
AbstractThis article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 116 (2013)
Issue (Month): C ()
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Koenker,Roger, 2005.
Cambridge University Press, number 9780521845731.
- Paindaveine, Davy & Šiman, Miroslav, 2012. "Computing multiple-output regression quantile regions," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 840-853.
- repec:cup:cbooks:9780521496032 is not listed on IDEAS
- Marc Hallin & Davy Paindaveine & Miroslav Šiman, 2010.
"Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth,"
ULB Institutional Repository
2013/127979, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008. "Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth," Working Papers ECARES 2008_042, ULB -- Universite Libre de Bruxelles.
- Ella Roelant & Stefan Aelst, 2007. "An L1-type estimator of multivariate location and shape," Statistical Methods and Applications, Springer, vol. 15(3), pages 381-393, February.
- Davy Paindaveine & Miroslav Šiman, 2012. "Computing multiple-output regression quantile regions from projection quantiles," Computational Statistics, Springer, vol. 27(1), pages 29-49, March.
- Ella Roelant & Stefan Aelst & Gert Willems, 2009. "The minimum weighted covariance determinant estimator," Metrika, Springer, vol. 70(2), pages 177-204, September.
- Polonik, Wolfgang, 1997. "Minimum volume sets and generalized quantile processes," Stochastic Processes and their Applications, Elsevier, vol. 69(1), pages 1-24, July.
- Paindaveine, Davy & Siman, Miroslav, 2011.
"On directional multiple-output quantile regression,"
Journal of Multivariate Analysis,
Elsevier, vol. 102(2), pages 193-212, February.
- Davy Paindaveine & Miroslav Siman, 2009. "On directional multiple-output quantile regression," Working Papers ECARES 2009_011, ULB -- Universite Libre de Bruxelles.
If references are entirely missing, you can add them using this form.