Bibliography

Journal Article

Computing multiple-output regression quantile regions

Paindaveine D., Šiman Miroslav

: Computational Statistics and Data Analysis vol.56, 4 (2012), p. 840-853

: CEZ:AV0Z10750506

: 1M06047, GA MŠk

: halfspace depth, multiple-output regression, parametric linear programming, quantile regression

: 10.1016/j.csda.2010.11.014

: http://library.utia.cas.cz/separaty/2012/SI/siman-0376413.pdf

(eng): A procedure relying on linear programming techniques is developed to compute (regression) quantile regions that have been defined recently. In the location case, this procedure allows for computing halfspace depth regions even beyond dimension two. The corresponding algorithm is described in detail, and illustrations are provided both for simulated and real data. The efficiency of a Matlab implementation of the algorithm is also investigated through extensive simulations.

: BA