Local bilinear multiple-output quantile/depth regression
نویسندگان
چکیده
منابع مشابه
Local Constant and Local Bilinear Multiple - Output Quantile Regression
A new quantile regression concept, based on a directional version of Koenker and Bassett's traditional single-output one, has been introduced in [Hallin, Paindaveine andŠiman, Annals of Statistics 2010, 635-703] for multiple-output regression problems. The polyhe-dral contours provided by the empirical counterpart of that concept, however, cannot adapt to nonlinear and/or heteroskedastic depend...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2015
ISSN: 1350-7265
DOI: 10.3150/14-bej610