On generalized elliptical quantiles in the nonlinear quantile regression setup

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10314011" target="_blank" >RIV/00216208:11320/15:10314011 - isvavai.cz</a>

Alternative codes found

RIV/67985556:_____/15:00434510

Result on the web

<a href="http://dx.doi.org/10.1007/s11749-014-0405-3" target="_blank" >http://dx.doi.org/10.1007/s11749-014-0405-3</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s11749-014-0405-3" target="_blank" >10.1007/s11749-014-0405-3</a>

Result language

angličtina

Original language name

On generalized elliptical quantiles in the nonlinear quantile regression setup

Original language description

Inspired by nonlinear quantile regression, the article introduces, investigates, discusses, and illustrates a new concept of generalized elliptical location quantiles. They may require less stringent moment assumptions, be less sensitive to outliers, beless rigid, employ more a priori information regarding the location of the distribution, and have higher potential for various regression generalizations than their common elliptical predecessor defined in the convex optimization framework by means of standard linear quantile regression. Furthermore, they still include an equivalent of their predecessor as a special case and inherit most of its favorable features such as the probability interpretation, natural equivariance properties, and good behaviorfor elliptical and symmetric distributions, which is demonstrated both by theoretical results and data examples with convincing graphical output. On the other hand, the new elliptical quantiles need not always be uniquely defined and they

Czech name

—

Czech description

—

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

—

Project

<a href="/en/project/GA14-07234S" target="_blank" >GA14-07234S: Multivariate regression quantiles in econometrics</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2015

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Test

ISSN

1133-0686

e-ISSN

—

Volume of the periodical

24

Issue of the periodical within the volume

2

Country of publishing house

ES - SPAIN

Number of pages

16

Pages from-to

249-264

UT code for WoS article

000354714100004

EID of the result in the Scopus database

2-s2.0-84929837079