Article ID Journal Published Year Pages File Type
1151339 Statistics & Probability Letters 2016 6 Pages PDF
Abstract

This article extends linear quantile regression to an elliptical multiple-output regression setup. The definition of the proposed concept leads to a convex optimization problem. Its elementary properties, and the consistency of its sample counterpart, are investigated. An empirical application is provided.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Elliptical multiple-output quantile regression and convex optimization
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