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~subject:"Vector quantile regression"
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Search: subject:"Conditional Quantile"
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Vector quantile regression
Schätztheorie
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Estimation theory
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Regression analysis
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Nichtparametrisches Verfahren
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Conditional quantile
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Estimation
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Nonparametric statistics
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Risk measure
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Theorie
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Bahadur representation
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Conditional quantile regression
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conditional quantile
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Conditional Quantile
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Zeitreihenanalyse
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Asymptotic normality
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Basel Accord
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Statistical distribution
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Statistische Verteilung
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Theory
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Time series analysis
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conditional quantile function
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conditional quantile regression
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time series
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Conditional quantile function
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Monge-Kantorovich-Brenier
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Risk management
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aggregate shocks
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conditional quantile positions
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Carlier, Guillaume
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Chernozhukov, Victor
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Vector quantile regression: An optimal transport approach
Carlier, Guillaume
;
Chernozhukov, Victor
;
Galichon, Alfred
-
2015
Persistent link: https://www.econbiz.de/10011445758
Saved in:
2
Vector quantile regression : an optimal transport approach
Carlier, Guillaume
;
Chernozhukov, Victor
;
Galichon, Alfred
-
2015
-
This draft: September 19, 2015
version of the classical QR, and CVQF reduces to the scalar
conditional
quantile
function. An application to multiple Engel …
Persistent link: https://www.econbiz.de/10011337670
Saved in:
3
Vector quantile regression
Carlier, Guillaume
;
Chernozhukov, Victor
;
Galichon, Alfred
-
2014
Persistent link: https://www.econbiz.de/10011445707
Saved in:
4
Vector quantile regression
Carlier, Guillaume
;
Chernozhukov, Victor
;
Galichon, Alfred
-
2014
-
This draft: December 2, 2014
version of the classical QR, and CVQF reduces to the scalar
conditional
quantile
function. Several applications to diverse …
Persistent link: https://www.econbiz.de/10010459266
Saved in:
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