Local bilinear multiple-output quantile/depth regression

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F15%3A00446857" target="_blank" >RIV/67985556:_____/15:00446857 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3150/14-BEJ610" target="_blank" >http://dx.doi.org/10.3150/14-BEJ610</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3150/14-BEJ610" target="_blank" >10.3150/14-BEJ610</a>

Result language
angličtina
Original language name
Local bilinear multiple-output quantile/depth regression
Original language description
A new quantile regression concept, based on a directional version of Koenker and Bassett's traditional single-output one, has been introduced in [Ann. Statist. (2010) 38 635-669] for multiple-output location/linear regression problems. The polyhedral contours provided by the empirical counterpart of that concept, however, cannot adapt to unknown nonlinear and/or heteroskedastic dependencies. This paper therefore introduces local constant and local linear (actually, bilinear) versions of those contours,which both allow to asymptotically recover the conditional halfspace depth contours that completely characterize the response's conditional distributions. Bahadur representation and asymptotic normality results are established. Illustrations are providedboth on simulated and real data.
Czech name
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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
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Project
<a href="/en/project/1M06047" target="_blank" >1M06047: Research Center for Quality and Reliability of Production</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

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