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  • Search: subject:"multivariate quantile"
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Year of publication
Subject
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Risikomaß 7 Risk measure 7 multivariate quantile 7 Estimation 6 Multivariate Analyse 6 Multivariate analysis 6 Risiko 6 Risk 6 Schätzung 6 Estimation theory 4 Multivariate quantile 4 Regression analysis 4 Regressionsanalyse 4 Schätztheorie 4 Spillover effect 4 Spillover-Effekt 4 Statistical distribution 4 Statistische Verteilung 4 Theorie 4 Theory 4 quantile regression 4 ARCH model 3 ARCH-Modell 3 EPU spillovers 3 Portfolio selection 3 Portfolio-Management 3 Quantile regression 3 Risikomanagement 3 Risk management 3 Volatility 3 Volatilität 3 halfspace depth 3 rare event 3 Aktienmarkt 2 Börsenkurs 2 CAPM 2 Extreme value statistics 2 Multivariate quantile model 2 Multivariate quantile regression 2 Public bond 2
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Online availability
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Undetermined 13 Free 10
Type of publication
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Article 13 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 6 Arbeitspapier 5 Graue Literatur 2 Non-commercial literature 2
Language
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English 16 Undetermined 8
Author
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Gong, Yuting 3 Hallin, Marc 3 Paindaveine, Davy 3 Siman, Miroslav 3 Xue, Wenjun 3 Chao, Shih-Kang 2 Einmahl, John 2 Kratz, Marie 2 Singha, Sibsankar 2 Vadlamani, Sreekar 2 Yuan, Ming 2 Šiman, Miroslav 2 Atan, Huzeyfe Zahit 1 Aydemir, Resul 1 Caglayan, Mustafa O. 1 Chi, Xie 1 Einmahl, John H. J. 1 Güloğlu, Bülent 1 He, Y. 1 He, Yi 1 He, Zhongzhi 1 Hlubinka, Daniel 1 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1 Iacopini, Matteo 1 Laniado, Henry 1 Li, J. 1 Li, Xiao 1 Lillo, Rosa E. 1 Liu, Fang 1 Liu, R.Y. 1 Lu, Zudi 1 Nandini, Das 1 Poon, Aubrey 1 Rossini, Luca 1 Saha, Tanaya 1 Saurav, Dwivedi Prem 1 Sinha, Avik 1 Sun, Edward W. 1 Tiwari, Sunil 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2 Tilburg University, Center for Economic Research 2 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1
Published in...
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Discussion Paper / Tilburg University, Center for Economic Research 2 Documents de recherche / ESSEC Centre de Recherche 2 Finance research letters 2 Journal of Multivariate Analysis 2 Working Papers ECARES 2 Computational economics 1 Discussion paper / Center for Economic Research, Tilburg University 1 ECARES working paper 1 Economic Quality Control 1 Energy economics 1 Insurance / Mathematics & economics 1 International journal of Islamic and Middle Eastern finance and management 1 Journal of economic dynamics & control 1 SFB 649 Discussion Paper 1 SFB 649 discussion paper 1 The European journal of finance 1 The North American journal of economics and finance : a journal of theory and practice 1 The journal of futures markets 1 ULB Institutional Repository 1
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Source
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ECONIS (ZBW) 15 RePEc 8 EconStor 1
Showing 21 - 24 of 24
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On elliptical quantiles in the quantile regression setup
Hlubinka, Daniel; Šiman, Miroslav - In: Journal of Multivariate Analysis 116 (2013) C, pp. 163-171
This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach.
Persistent link: https://www.econbiz.de/10011041969
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Multivariate Process Capability Index: A Review and Some Results
Nandini, Das; Saurav, Dwivedi Prem - In: Economic Quality Control 28 (2013) 2, pp. 16-16
Process capability is defined as inherent variability of a process which is running under chance cause of variation only. Process capability index is measuring the ability of a process to meet the product specification limit. Generally Cp and Cpk have been widely used as statistical tools to...
Persistent link: https://www.econbiz.de/10011015873
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A generalized multivariate kurtosis ordering and its applications
Wang, Jin; Zhou, Weihua - In: Journal of Multivariate Analysis 107 (2012) C, pp. 169-180
It has been commonly admitted that the meaning of a descriptive feature of distributions is given by an ordering and that the measures for this feature are meaningful only if they preserve the ordering. However, while many multivariate kurtosis measures have been introduced, multivariate...
Persistent link: https://www.econbiz.de/10010572284
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Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth
Hallin, Marc; Paindaveine, Davy; Šiman, Miroslav - Solvay Brussels School of Economics and Management, … - 2010
Persistent link: https://www.econbiz.de/10011011620
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