On elliptical quantiles in the quantile regression setup
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hallin, Marc & Šiman, Miroslav, 2016.
"Elliptical multiple-output quantile regression and convex optimization,"
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Elsevier, vol. 109(C), pages 232-237.
- Marc Hallin & Miroslav Šiman, 2015. "Elliptical Multiple Output Quantile Regression and Convex Optimization," Working Papers ECARES ECARES 2015-47, ULB -- Universite Libre de Bruxelles.
- 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 & Miroslav Šiman, 2016. "Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2016-03, ULB -- Universite Libre de Bruxelles.
More about this item
KeywordsRegression quantile; Elliptical quantile; Multivariate quantile; Quantile regression; Nonparametric regression;
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