Elliptical multiple-output quantile regression and convex optimization
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DOI: 10.1016/j.spl.2015.11.021
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- Marc Hallin & Miroslav Šiman, 2015. "Elliptical Multiple Output Quantile Regression and Convex Optimization," Working Papers ECARES ECARES 2015-47, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
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- Paindaveine, Davy, 2008. "A canonical definition of shape," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2240-2247, October.
- Daniel Hlubinka & Miroslav Šiman, 2015. "On generalized elliptical quantiles in the nonlinear quantile regression setup," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(2), pages 249-264, June.
- 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.
- 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.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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Cited by:
- Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
- Marc Hallin & Miroslav Šiman, 2016. "Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2016-03, ULB -- Universite Libre de Bruxelles.
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Keywords
Quantile regression; Elliptical quantile; Multivariate quantile; Multiple-output regression;All these keywords.
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