Bibliografie

Journal Article

On elliptical quantiles in the quantile regression setup

Hlubinka D., Šiman Miroslav

: Journal of Multivariate Analysis vol.116, 1 (2013), p. 163-171

: CEZ:AV0Z1075907

: 1M06047, GA MŠk

: regression quantile, elliptical quantile, multivariate quantile

: 10.1016/j.jmva.2012.11.016

: http://library.utia.cas.cz/separaty/2013/SI/siman-0393100.pdf

(eng): This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach.

: BA