Elliptical multiple-output quantile regression and convex optimization
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DOI: 10.1016/j.spl.2015.11.021
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- Marc Hallin & Miroslav Šiman, 2015. "Elliptical Multiple Output Quantile Regression and Convex Optimization," Working Papers ECARES ECARES 2015-47, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
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"Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth,"
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Cited by:
- Victor Chernozhukov & Christian Hansen & Kaspar Wuthrich, 2020. "Instrumental Variable Quantile Regression," Papers 2009.00436, arXiv.org.
- Marc Hallin & Miroslav Šiman, 2016. "Multiple-Output Quantile Regression," Working Papers ECARES ECARES 2016-03, ULB -- Universite Libre de Bruxelles.
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Keywords
Quantile regression; Elliptical quantile; Multivariate quantile; Multiple-output regression;All these keywords.
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