Bibliography

Journal Article

Computing multiple-output regression quantile regions from projection quantiles

Paindaveine D., Šiman Miroslav

: Computational Statistics vol.27, 1 (2012), p. 29-49

: CEZ:AV0Z10750506

: 1M06047, GA MŠk

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

: 10.1007/s00180-011-0231-y

: http://library.utia.cas.cz/separaty/2012/SI/siman-0376414.pdf

(eng): The present paper provides a solution to the problem of finding regression quantile regions that is based on the concept of projection regression quantiles. We describe in detail the algorithm solving the parametric programming problem involved, and illustrate the resulting procedure on simulated data.

: BA