0474696 20240103214056.920170522235959.9 85009231891 000406683400006 10.1007/s00180-016-0708-9 18 s. cav_un_epca*02525720943-4062323 (2017)929-946Springer Quantile regression Nonparametric regression Nonparametric regression cav_un_auth*0101069 Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics Boček Pavel UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0266474 Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics Šiman Miroslav UTIA-B CZ Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2017/SI/bocek-0458380.pdf cav_un_auth*0307008 GA14-07234S GA ČR The article deals with certain quantile regression methods for vector responses. In particular, it describes weighted and locally polynomial extensions to the projectional quantile regression, discusses their properties, addresses their computational side, compares their outcome with recent analogous generalizations of the competing multiple-output directional quantile regression, demonstrates a link between the two competing methodologies, complements the results already available in the literature, illustrates the concepts with a few simulated and insightful examples illustrating some of their features, and shows their application to a real financial data set, namely to Forex 1M exchange rates. The real-data example strongly indicates that the presented methods might have a huge impact on the analysis of multivariate time series consisting of two to four dimensional observations. IN 10000 10200 10201 2018 2 RVO:67985556 http://hdl.handle.net/11104/0271770 S 2 Article Statistics Probability 2 Article Statistics Probability 2 Article Statistics Probability STATISTICS&PROBABILITY 1.052 0.107 6.8 0.00337 0.611 958 0.803 0.806 75 Q3 43.288 36.2 Q3 Q3 0.53 Q2 36.179 2017 85009231891 SCOPUS PUBMED 000406683400006 WOS cav_un_epca*0252572 Computational Statistics 0943-4062 1613-9658 Roč. 32 č. 3 2017 929 946 Springer