Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth
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- 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.
References listed on IDEAS
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- 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.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-21 (All new papers)
- NEP-ECM-2008-12-21 (Econometrics)
- NEP-FDG-2008-12-21 (Financial Development & Growth)
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