MULTIVARIATE QUANTILES AND MULTIPLE-OUTPUT REGRESSION QUANTILES: FROM L1 OPTIMIZATION TO HALFSPACE DEPTH

A new multivariate concept of quantile, based on a directional version of Koenker and Bassett's traditional regression quantiles, is introduced for multivariate location and multiple-output regression problems. In their empirical version, those quantiles can be computed efficiently via linear p...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	The Annals of statistics 2010-04, Vol.38 (2), p.635-703
Hauptverfasser:	HALLIN, Marc, PAINDAVEINE, Davy, SIMAN, Miroslav
Format:	Artikel
Sprache:	eng
Schlagworte:	62H05 62J05 Calculus of variations and optimal control Exact sciences and technology General topics halfspace depth Linear programming Mathematical analysis Mathematics Multivariate analysis Multivariate quantile Numerical analysis Numerical analysis. Scientific computation Numerical methods in mathematical programming, optimization and calculus of variations Numerical methods in optimization and calculus of variations Optimization Probability and statistics quantile regression Sciences and techniques of general use Statistics Studies
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!