Elliptical multiple-output quantile regression and convex optimization

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00458243" target="_blank" >RIV/67985556:_____/16:00458243 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1016/j.spl.2015.11.021" target="_blank" >http://dx.doi.org/10.1016/j.spl.2015.11.021</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.spl.2015.11.021" target="_blank" >10.1016/j.spl.2015.11.021</a>

Result language

angličtina

Original language name

Elliptical multiple-output quantile regression and convex optimization

Original language description

This article extends linear quantile regression to an elliptical multiple-output regression setup. The definition of the proposed concept leads to a convex optimization problem. Its elementary properties, and the consistency of its sample counterpart, are investigated. An empirical application is provided.

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

2016

Confidentiality

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

Name of the periodical

Statistics & Probability Letters

ISSN

0167-7152

e-ISSN

—

Volume of the periodical

109

Issue of the periodical within the volume

1

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

6

Pages from-to

232-237

UT code for WoS article

000367862500031

EID of the result in the Scopus database

2-s2.0-84960447026