Parametric Elliptical Regression Quantiles
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F20%3A00493763" target="_blank" >RIV/67985556:_____/20:00493763 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11320/20:10419381
Result on the web
<a href="https://www.ine.pt/revstat/pdf/ONPARAMETRICELLIPTICALREGRESSIONQUANTILES.pdf" target="_blank" >https://www.ine.pt/revstat/pdf/ONPARAMETRICELLIPTICALREGRESSIONQUANTILES.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Parametric Elliptical Regression Quantiles
Original language description
The article extends linear and nonlinear quantile regression to the case of vector responses by generalizing multivariate elliptical quantiles to a regression context. In particular, it introduces parametric elliptical quantile regression in a general nonlinear multivariate heteroscedastic framework and discusses, investigates, and illustrates the new method in some detail, including basic properties, various parametrizations, possible heteroscedastic patterns, related computational issues, model validation, and a real biometric data example. The method seems suitable for multi-response regression models with symmetric errors, especially if the dimension of responses is less than ten and if the right parametrization of the model follows from the context.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10101 - Pure mathematics
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Revstat Statistical Journal
ISSN
1645-6726
e-ISSN
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Volume of the periodical
18
Issue of the periodical within the volume
3
Country of publishing house
PT - PORTUGAL
Number of pages
27
Pages from-to
257-280
UT code for WoS article
000557809200002
EID of the result in the Scopus database
2-s2.0-85090693948