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Statistica Sinica, ISSN 1017-0405, 10/2012, Volume 22, Issue 4, pp. 1589 - 1610
The use of quantiles to obtain insights about multivariate data is addressed. It is argued that incisive insights can be obtained by considering directional... 
Tangents | Body mass index | Quantiles | Gaussian distributions | Growth charts | Tomography | Population distributions | General | Surface contours | Quantile regression | Estimation methods | Data depth | quantiles | CONTOURS | CHARACTERIZE | PROBABILITY | growth charts | quantile regression | CONDITIONAL GROWTH CHARTS | CONVERGENCE | STATISTICS & PROBABILITY | HALF-SPACE DEPTH | Statistics - Methodology
Journal Article
Journal of Multivariate Analysis, ISSN 0047-259X, 06/2015, Volume 138, pp. 104 - 126
Conditional quantile estimation is a crucial step in many statistical problems. For example, the recent work on systemic risk relies on estimating risk... 
Linear conditional quantiles | Systemic risk | Copula | Quantile regression | Intermediate tail dependence | REGRESSION QUANTILES | MODELS | RISK | STATISTICS & PROBABILITY
Journal Article
Journal of Multivariate Analysis, ISSN 0047-259X, 08/2010, Volume 101, Issue 7, pp. 1607 - 1621
Nonparametric quantile regression with multivariate covariates is a difficult estimation problem due to the "curse of dimensionality". To reduce the... 
Local polynomial smoothing | Dimension reduction | Nonparametric model | Conditional quantile | Semiparametric model | MODELS | STATISTICS & PROBABILITY | Conditional quantile Dimension reduction Local polynomial smoothing Nonparametric model Semiparametric model | Analysis | Algorithms
Journal Article
Journal of the American Statistical Association, ISSN 0162-1459, 09/2009, Volume 104, Issue 487, pp. 1117 - 1128
Journal Article
Journal of Statistical Software, ISSN 1548-7660, 12/2018, Volume 87, Issue 12, pp. 1 - 20
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2011, Volume 162, Issue 2, pp. 248 - 267
Journal Article
The Annals of Statistics, ISSN 0090-5364, 2/2007, Volume 35, Issue 1, pp. 92 - 108
Journal Article
Computational Statistics and Data Analysis, ISSN 0167-9473, 06/2017, Volume 110, pp. 1 - 18
Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. A new... 
Conditional copula quantile | Stress testing | Conditional distribution | Quantile regression | Vine copula | COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS | STATISTICS & PROBABILITY | CONSTRUCTIONS | MODEL | SELECTION | Analysis | Models | Credit default swaps | Algorithms
Journal Article
ANNALS OF STATISTICS, ISSN 0090-5364, 06/2019, Volume 47, Issue 3, pp. 1634 - 1662
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming... 
B-spline estimation | BOOTSTRAP | divide-and-conquer | STATISTICS & PROBABILITY | conditional distribution function | distributed computing | quantile regression process
Journal Article
The Annals of Statistics, ISSN 0090-5364, 6/2016, Volume 44, Issue 3, pp. 1165 - 1192
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2008, Volume 146, Issue 1, pp. 170 - 184
Journal Article
Renewable Energy, ISSN 0960-1481, 08/2015, Volume 80, pp. 370 - 379
The efficient management of wind farms and electricity systems benefit greatly from accurate wind power quantile forecasts. For example, when a wind power... 
Quantiles | Wind power | Quantile regression | Conditional kernel estimation | REGRESSION | ENERGY-PRODUCTION | ENERGY & FUELS | ENSEMBLES | PROBABILISTIC FORECASTS | MODEL | VARIABILITY | DENSITIES | GENERATION | PREDICTION INTERVALS | Green technology
Journal Article
The Annals of Statistics, ISSN 0090-5364, 4/2005, Volume 33, Issue 2, pp. 806 - 839
Journal Article
by Lian, H and Zhao, WH and Ma, YY
STATISTICA SINICA, ISSN 1017-0405, 07/2019, Volume 29, Issue 3, pp. 1439 - 1464
Quantile regression estimators at a fixed quantile level rely mainly on a small subset of the observed data. As a result, efforts have been made to construct... 
SEMIPARAMETRIC ESTIMATION | STATISTICS & PROBABILITY | composite quantile regression | Check function | CURVES | optimal estimating equations | CONDITIONAL QUANTILES | generalized method of moment | quantile regression | SELECTION | linear quantile regression | INTERQUANTILE SHRINKAGE | reduced-rank regression
Journal Article
Insurance Mathematics and Economics, ISSN 0167-6687, 07/2012, Volume 51, Issue 1, pp. 107 - 114
In this paper, we study the well-known Haezendonck–Goovaerts risk measures on their natural domain, that is on Orlicz spaces and, in particular, on Orlicz... 
Quantiles | IM30 | Orlicz premiums | Expectiles | IE13 | Haezendonck–Goovaerts risk measures | Conditional value at risk | Haezendonck-Goovaerts risk measures | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | STATISTICS & PROBABILITY | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article