Computing multiple-output regression quantile regions |
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| Authors: | Davy Paindaveine,Miroslav &Scaron iman |
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| Affiliation: | a Université Libre de Bruxelles, Belgiumb Institute of Information Theory and Automation of the ASCR, Czech Republic |
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| Abstract: | A procedure relying on linear programming techniques is developed to compute (regression) quantile regions that have been defined recently. In the location case, this procedure allows for computing halfspace depth regions even beyond dimension two. The corresponding algorithm is described in detail, and illustrations are provided both for simulated and real data. The efficiency of a Matlab implementation of the algorithm1 is also investigated through extensive simulations. |
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| Keywords: | Halfspace depth Multiple-output regression Parametric linear programming Quantile regression |
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