Computing multiple-output regression quantile regions

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F12%3A00376413" target="_blank" >RIV/67985556:_____/12:00376413 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1016/j.csda.2010.11.014" target="_blank" >http://dx.doi.org/10.1016/j.csda.2010.11.014</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.csda.2010.11.014" target="_blank" >10.1016/j.csda.2010.11.014</a>

Result language

angličtina

Original language name

Computing multiple-output regression quantile regions

Original language description

A procedure relying on linear programming techniques is developed to compute (regression) quantile regions that have been defined recently. In the location case, this procedure allows for computing halfspace depth regions even beyond dimension two. The corresponding algorithm is described in detail, and illustrations are provided both for simulated and real data. The efficiency of a Matlab implementation of the algorithm is also investigated through extensive simulations.

Czech name

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Czech description

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Type

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

CEP classification

BA - General mathematics

OECD FORD branch

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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

2012

Confidentiality

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

Name of the periodical

Computational Statistics and Data Analysis

ISSN

0167-9473

e-ISSN

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Volume of the periodical

56

Issue of the periodical within the volume

4

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

14

Pages from-to

840-853

UT code for WoS article

000301214900008

EID of the result in the Scopus database

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