Transformed central quantile subspace

DOI10.1080/02331888.2021.1897984zbMath1470.62053arXiv1906.00696OpenAlexW3137183023MaRDI QIDQ5004987

Eliana Christou

Publication date: 4 August 2021

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.00696

zbMATH Keywords

dimension reductionquantile regressionvalue-at-riskBitcointransformed predictors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Dimension reduction techniques for conditional expectiles

Cites Work

• Single-index quantile regression
• An adaptive composite quantile approach to dimension reduction
• Single index quantile regression for heteroscedastic data
• Central quantile subspace
• On efficient dimension reduction with respect to a statistical functional of interest
• Contour regression: a general approach to dimension reduction
• A SINGLE-INDEX QUANTILE REGRESSION MODEL AND ITS ESTIMATION
• Transformed sufficient dimension reduction
• UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
• Sliced Inverse Regression for Dimension Reduction
• Regression Quantiles
• Dimension Reduction in Regressions Through Cumulative Slicing Estimation

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