Empirical regression quantile processes

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24510%2F20%3A00008523" target="_blank" >RIV/46747885:24510/20:00008523 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11320/20:10419289
Result on the web
<a href="https://articles.math.cas.cz/10.21136/AM.2020.0295-19" target="_blank" >https://articles.math.cas.cz/10.21136/AM.2020.0295-19</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/AM.2020.0295-19" target="_blank" >10.21136/AM.2020.0295-19</a>

Result language
angličtina
Original language name
Empirical regression quantile processes
Original language description
We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not under our control. As a suitable tool we propose the empirical process of the average regression quantiles. It partially masks the effect of covariates and has other properties convenient for applications, e.g. for coherent risk measures of various types in the situations with covariates.
Czech name
—
Czech description
—

Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10102 - Applied mathematics

Project
<a href="/en/project/GA18-01137S" target="_blank" >GA18-01137S: Random Processes of Regression Quantiles in the Financial Risk Analysis</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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