Institute of Information Theory and Automation

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Projects

Dept.: SI Duration: 2021 - 2023
We want to conduct some meaningful and fruitful research into multivariate nonparametric econometrics. In particular, we intend (a) to come up with an exchangeability test based on integrated rank scores, (b) to come up with tests based on new multivariate ranks and signs, (c) to describe and model multivariate volatility by means of quantile regression for vector responses, (d) to introduce new...
Dept.: SI Duration: 2017 - 2019
We want to conduct some meaningful and fruitful econometric research into multiple-output regression quantiles and related concepts of nonparametric statistics. In particular, we intend (a) to explore the use of directional and elliptical (regression) quantiles for statistical inference, (b) to generalize the elliptical (regression) quantiles in a few ways, (c) to overcome related...
Dept.: SI Duration: 2014 - 2016
We want to conduct some meaningful and fruitful econometric research into multivariate regression quantiles. In particular, we intend (a) to define and investigate new multivariate (regression) quantiles, especially elliptical (regression) quantiles and (regression) quantiles defined by means of polar or spherical coordinate systems (b) to explore asymptotic properties and usefulness of some...