Browsing by Author "Yuan, Ming"

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2016-12-29Diskussionspapier

Factorisable Multi-Task Quantile Regression

Chao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming

For many applications, analyzing multiple response variables jointly is desirable because of their dependency, and valuable information about the distribution can be retrieved by estimating quantiles. In this paper, we ...
2015-07-20Buch

Factorisable Sparse Tail Event Curves

Chao, Shih-Kang; Härdle, Wolfgang Karl; Yuan, Ming

In this paper, we propose a multivariate quantile regression method which enables localized analysis on conditional quantiles and global comovement analysis on conditional ranges for high-dimensional data. The proposed ...