Empirical regression quantile process
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F20%3A00532048" target="_blank" >RIV/67985556:_____/20:00532048 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/article/10.21136/AM.2020.0295-19" target="_blank" >https://link.springer.com/article/10.21136/AM.2020.0295-19</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/AM.2020.0295-19" target="_blank" >10.21136/AM.2020.0295-19</a>
Alternative languages
Result language
angličtina
Original language name
Empirical regression quantile process
Original language description
We address the problem of estimating quantile-based statistical functionals, when the measured or controlled entities depend on exogenous variables which are not undernour control. As a suitable tool we propose the empirical process of the average regression quantiles. It partially masks the effect of covariates and has other properties convenientnfor applications, e.g. for coherent risk measures of various types in the situations with covariates.
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
10103 - Statistics and probability
Result continuities
Project
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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
Applications of Mathematics
ISSN
0862-7940
e-ISSN
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Volume of the periodical
65
Issue of the periodical within the volume
3
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
13
Pages from-to
257-269
UT code for WoS article
000544260100004
EID of the result in the Scopus database
2-s2.0-85087049309