Computing multiple-output regression quantile regions from projection quantiles
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 27 (2012)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=120306
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- 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.
- Narula, Subhash C. & Wellington, John F., 2002. "Sensitivity analysis for predictor variables in the MSAE regression," Computational Statistics & Data Analysis, Elsevier, vol. 40(2), pages 355-373, August.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Wei, Ying, 2008. "An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 397-409, March.
- Hlubinka, Daniel & Šiman, Miroslav, 2013. "On elliptical quantiles in the quantile regression setup," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 163-171.
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