On elliptical quantiles in the quantile regression setup

被引：7
|
作者：
Hlubinka, Daniel [1 ]
Siman, Miroslav [2 ]
机构：
[1] Charles Univ Prague, Fac Math & Phys, Dept Probabil & Math Stat, CZ-18675 Prague 8, Czech Republic
[2] Inst Informat Theory & Automat ASCR, CZ-18208 Prague 8, Czech Republic
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2013年 / 116卷
关键词：
Regression quantile; Elliptical quantile; Multivariate quantile; Quantile regression; Nonparametric regression;
D O I：
10.1016/j.jmva.2012.11.016
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach. (C) 2012 Elsevier Inc. All rights reserved.
引用
收藏
页码：163 / 171
页数：9
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