Parametric Elliptical Regression Quantiles
The article extends linear and nonlinear quantile regression to the case of vector responses by generalizing multivariate elliptical quantiles to a regression context. In particular, it introduces parametric elliptical quantile regression in a general nonlinear multivariate heteroscedastic framewor...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2020-08-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/300 |
| _version_ | 1828150888710012928 |
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| author | Daniel Hlubinka Miroslav Šiman |
| author_facet | Daniel Hlubinka Miroslav Šiman |
| author_sort | Daniel Hlubinka |
| collection | DOAJ |
| description |
The article extends linear and nonlinear quantile regression to the case of vector responses by generalizing multivariate elliptical quantiles to a regression context. In particular, it introduces parametric elliptical quantile regression in a general nonlinear multivariate heteroscedastic framework and discusses, investigates, and illustrates the new method in some detail, including basic properties, various parametrizations, possible heteroscedastic patterns, related computational issues, model validation, and a real biometric data example. The method seems suitable for multiresponse regression models with symmetric errors, especially if the dimension of responses is less than ten and if the right parametrization of the model follows from the context.
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| first_indexed | 2024-04-11T21:50:16Z |
| format | Article |
| id | doaj.art-322604e87a054b5bad335126d1c59160 |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-04-11T21:50:16Z |
| publishDate | 2020-08-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-322604e87a054b5bad335126d1c591602022-12-22T04:01:16ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712020-08-0118310.57805/revstat.v18i3.300Parametric Elliptical Regression QuantilesDaniel Hlubinka 0Miroslav Šiman 1Charles UniversityInstitute of Information Theory and Automation The article extends linear and nonlinear quantile regression to the case of vector responses by generalizing multivariate elliptical quantiles to a regression context. In particular, it introduces parametric elliptical quantile regression in a general nonlinear multivariate heteroscedastic framework and discusses, investigates, and illustrates the new method in some detail, including basic properties, various parametrizations, possible heteroscedastic patterns, related computational issues, model validation, and a real biometric data example. The method seems suitable for multiresponse regression models with symmetric errors, especially if the dimension of responses is less than ten and if the right parametrization of the model follows from the context. https://revstat.ine.pt/index.php/REVSTAT/article/view/300multiple-output regressionquantile regressionnonlinear regressionelliptical quantile |
| spellingShingle | Daniel Hlubinka Miroslav Šiman Parametric Elliptical Regression Quantiles Revstat Statistical Journal multiple-output regression quantile regression nonlinear regression elliptical quantile |
| title | Parametric Elliptical Regression Quantiles |
| title_full | Parametric Elliptical Regression Quantiles |
| title_fullStr | Parametric Elliptical Regression Quantiles |
| title_full_unstemmed | Parametric Elliptical Regression Quantiles |
| title_short | Parametric Elliptical Regression Quantiles |
| title_sort | parametric elliptical regression quantiles |
| topic | multiple-output regression quantile regression nonlinear regression elliptical quantile |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/300 |
| work_keys_str_mv | AT danielhlubinka parametricellipticalregressionquantiles AT miroslavsiman parametricellipticalregressionquantiles |