On directional multiple-output quantile regression

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F11%3A00364128" target="_blank" >RIV/67985556:_____/11:00364128 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.jmva.2010.08.004" target="_blank" >http://dx.doi.org/10.1016/j.jmva.2010.08.004</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.jmva.2010.08.004" target="_blank" >10.1016/j.jmva.2010.08.004</a>

Result language
angličtina
Original language name
On directional multiple-output quantile regression
Original language description
This paper sheds some new light on projection quantiles. It studies the subgradient conditions associated with these quantiles in a general regression context, introduces Lagrange multipliers with rich interpretation, provides another proof that corresponding projection quantile regions coincide with the halfspace depth ones, and shows how this equivalence could be used for exact computation of the latter regions by means of projection quantiles. Furthermore, it demonstrates that the regression quantileregions introduced in Hallin, Paindaveine and Siman (2010) can also be obtained from projection (regression) quantiles, which may lead to a faster computation of those regions in some particular cases.
Czech name
—
Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
—

Project
<a href="/en/project/1M06047" target="_blank" >1M06047: Research Center for Quality and Reliability of Production</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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