| bibtype |
J -
Journal Article
|
| ARLID |
0434510 |
| utime |
20240103204954.0 |
| mtime |
20160303235959.9 |
| WOS |
000354714100004 |
| SCOPUS |
84908291355 |
| DOI |
10.1007/s11749-014-0405-3 |
| title
(primary) (eng) |
On generalized elliptical quantiles in the nonlinear quantile regression setup |
| specification |
| page_count |
16 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0255211 |
| ISSN |
1133-0686 |
| title
|
Test |
| volume_id |
24 |
| volume |
2 (2015) |
| page_num |
249-264 |
|
| keyword |
multivariate quantile |
| keyword |
elliptical quantile |
| keyword |
quantile regression |
| keyword |
multivariate statistical inference |
| keyword |
portfolio optimization |
| author
(primary) |
| ARLID |
cav_un_auth*0213091 |
| name1 |
Hlubinka |
| name2 |
D. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0266474 |
| name1 |
Šiman |
| name2 |
Miroslav |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA14-07234S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0307008 |
|
| abstract
(eng) |
Inspired by nonlinear quantile regression, the article introduces, investigates, discusses, and illustrates a new concept of generalized elliptical location quantiles. They may require less stringent moment assumptions, be less sensitive to outliers, be less rigid, employ more a priori information regarding the location of the distribution, and have higher potential for various regression generalizations than their common elliptical predecessor defined in the convex optimization framework by means of standard linear quantile regression. Furthermore, they still include an equivalent of their predecessor as a special case and inherit most of its favorable features such as the probability interpretation, natural equivariance properties, and good behavior for elliptical and symmetric distributions, which is demonstrated both by theoretical results and data examples with convincing graphical output. |
| reportyear |
2016 |
| RIV |
BA |
| mrcbC52 |
4 A 4a 20231122140556.9 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0239351 |
| cooperation |
| ARLID |
cav_un_auth*0296001 |
| institution |
MFF UK |
| name |
Univerzita Karlova v Praze, Matematicko-fyzikální fakulta |
| country |
CZ |
|
| confidential |
S |
| mrcbT16-e |
STATISTICSPROBABILITY |
| mrcbT16-j |
1.582 |
| mrcbT16-s |
1.537 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
77.983 |
| mrcbT16-C |
62.195 |
| mrcbT16-D |
Q1 |
| mrcbT16-E |
Q1 |
| arlyear |
2015 |
| mrcbTft |
\nSoubory v repozitáři: siman-0434510.pdf |
| mrcbU14 |
84908291355 SCOPUS |
| mrcbU34 |
000354714100004 WOS |
| mrcbU63 |
cav_un_epca*0255211 Test 1133-0686 1863-8260 Roč. 24 č. 2 2015 249 264 |
|