کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5129316 | 1489639 | 2017 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Vector quantile regression beyond the specified case
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper studies vector quantile regression (VQR), which models the dependence of a random vector with respect to a vector of explanatory variables with enough flexibility to capture the whole conditional distribution, and not only the conditional mean. The problem of vector quantile regression is formulated as an optimal transport problem subject to an additional mean-independence condition. This paper provides results on VQR beyond the specified case which had been the focus of previous work. We show that even beyond the specified case, the VQRÂ problem still has a solution which provides a general representation of the conditional dependence between random vectors.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 161, September 2017, Pages 96-102
Journal: Journal of Multivariate Analysis - Volume 161, September 2017, Pages 96-102
نویسندگان
Guillaume Carlier, Victor Chernozhukov, Alfred Galichon,