Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
scientific article - MaRDI portal

scientific article

From MaRDI portal
Publication:3145542

zbMath1359.62175arXiv0805.0056MaRDI QIDQ3145542

Ivan Mizera, Linglong Kong

Publication date: 21 December 2012

Full work available at URL: https://arxiv.org/abs/0805.0056

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (50)

Convex bodies generated by sublinear expectations of random vectorsSelecting an optimal model for forecasting the volumes of railway goods transportationVector quantile regression: an optimal transport approachCombining endogenous and exogenous variables in a special case of non-parametric time series forecasting modelMarginal M-quantile regression for multivariate dependent dataDirectional Quantile ClassifiersMultivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depthConvergence of quantile and depth regionsExact computation of the halfspace depthOn the estimation of extreme directional multivariate quantilesCone distribution functions and quantiles for multivariate random variablesOn weighted and locally polynomial directional quantile regressionQuantile hidden semi-Markov models for multivariate time seriesA new approach for the computation of halfspace depth in high dimensionsOn elliptical quantiles in the quantile regression setupPrincipal component analysis in an asymmetric normOn directional multiple-output quantile regressionBest approach direction for spherical random variablesThe sparse method of simulated quantiles: An application to portfolio optimizationLimit Theorems for Quantile and Depth Regions for Stochastic ProcessesQuantile modeling through multivariate log‐normal/independent linear regression models with application to newborn dataA numerical method to obtain exact confidence intervals for likelihood-based parameter estimatorsA directional multivariate value at riskQuantiles for finite and infinite dimensional dataNoncrossing structured additive multiple-output Bayesian quantile regression modelsFast implementation of the Tukey depthA Bayesian Approach to Multiple-Output Quantile RegressionComputing multiple-output regression quantile regionsTesting multivariate quantile by empirical likelihoodMethods for estimation of convex setsConcentration of the empirical level sets of Tukey's halfspace depthRejoinderUnnamed ItemHalfspace depth and floating bodyA new concept of quantiles for directional data and the angular Mahalanobis depthJoint estimation of conditional quantiles in multivariate linear regression models with an application to financial distressSmooth depth contours characterize the underlying distributionThe limit of finite sample breakdown point of Tukey's halfspace median for general dataThe spatial distribution in infinite dimensional spaces and related quantiles and depthsComputing multiple-output regression quantile regions from projection quantilesEquivariance and invariance properties of multivariate quantile and related functions, and the role of standardisationLocal bilinear multiple-output quantile/depth regressionDiscussionDiscussionOn Exact Computation of Some Statistics Based on Projection Pursuit in a General Regression ContextFast Computation of Tukey Trimmed Regions and Median in Dimension p > 2Flexible quantile contour estimation for multivariate functional data: beyond convexityOn multivariate quantile regression analysisOn generalized elliptical quantiles in the nonlinear quantile regression setupComputing halfspace depth contours based on the idea of a circular sequence


Uses Software



This page was built for publication: