Local bilinear multiple-output quantile/depth regression

DOI10.3150/14-BEJ610zbMath1388.62109arXiv1507.07754OpenAlexW1941063242MaRDI QIDQ2515505

Marc Hallin, Davy Paindaveine, Miroslav Šiman, Zu-di Lu

Publication date: 5 August 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.07754

zbMATH Keywords

halfspace depthquantile regressionmultivariate quantileregression depthconditional depthgrowth chartlocal bilinear regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (10)

Choosing among notions of multivariate depth statistics ⋮ On weighted and locally polynomial directional quantile regression ⋮ On elliptical quantiles in the quantile regression setup ⋮ Elliptical multiple-output quantile regression and convex optimization ⋮ Noncrossing structured additive multiple-output Bayesian quantile regression models ⋮ A Bayesian Approach to Multiple-Output Quantile Regression ⋮ Discussion of ``Local quantile regression ⋮ Rejoinder ⋮ Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach ⋮ On generalized elliptical quantiles in the nonlinear quantile regression setup

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