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An Application of Directional Quantiles to Economic Data with a Multivariate Response
quantiles of a response variable based on one or more independent variables. Directional quantiles to real data in the literature. An illustration of directional quantiles the 19th century. The results re...
Statistics and probability
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Multivariate quantiles with both overall and directional probability interpretation
The article introduces multivariate quantiles (or reference regions) that have both overall and directional probability interpretation and need not be necessarily convex. They are defined by means of univariate conditional quant...
Statistics and probability
- 2022 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Multiple-Output Directional Regression Quantile Computation
The package contains basic tools for performing multiple-output quantile regression and computing regression quantile contours by means of directional regression quantiles. In the location case, one can thus obtain...
IN - Informatika
- 2015 •
- R •
- Link
Rok uplatnění
R - Software
Výsledek na webu
Multiple-Output Directional Regression Quantile Computation Toolbox
The package contains basic tools for performing multiple-output quantile regression and computing regression quantile contours by means of directional regression quantiles. In the location case, one can thus obtain...
JC - Počítačový hardware a software
- 2015 •
- R •
- Link
Rok uplatnění
R - Software
Výsledek na webu
On multidimensional quantiles
We study the possibility how to define multidimensional quantile as a location parameter based on direction and excentricity. Proposed quantiles are illustrated using simulation study....
BA - Obecná matematika
- 2002 •
- D
Rok uplatnění
D - Stať ve sborníku
Testing axial symmetry by means of directional regression quantiles
The article describes how directional quantiles can be useful for testing the null hypothesis that a multivariate distribution is symmetric around a line in a given direction. It also generalizes the proposed tests to resid...
Statistics and probability
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Directional quantile regression in Octave (and MATLAB)
Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation...
IN - Informatika
- 2016 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Computing multiple-output regression quantile regions from projection quantiles
The present paper provides a solution to the problem of finding regression quantile regions that is based on the concept of projection regression quantiles. We describe in detail the algorithm solving the parametric programming prob...
BA - Obecná matematika
- 2012 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Directional quantile regression in R
computational support for both the directional multiple-output quantile regression methodsRecently, the eminently popular standard quantile regression has been generalized to the multiple-output regression setup by means o...
Applied mathematics
- 2017 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
On directional multiple-output quantile regression
This paper sheds some new light on projection quantiles. It studies the subgradient conditions associated with these quantiles in a general regression context that corresponding projection quantile regions coincide with the...
BA - Obecná matematika
- 2011 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
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