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Document type:
Masterarbeit
Author(s):
Marija Tepegjozova
Title:
D- and C-vine quantile regression for large data sets
Abstract:
Quantile regression is a field with growing importance for statistical modeling. It has a broad range of applications and it emerged as a complementary method to linear regression in many fields. Ever since the formal definition for quantile regression has been formulated, by Koenker and Bassett Jr (1978), there have been many attempts to improve this methods shortfalls. The occurrence of quantile crossings and the linearity assumption are just a few disadvantages of linear quantile regression. One...     »
DDC:
510 Mathematik
Advisor:
Claudia Czado
Year:
2019
Quarter:
4. Quartal
Year / month:
2019-11
Month:
Nov
Pages:
128
Language:
en
University:
Technische Universität München
Faculty:
Fakultät für Mathematik
TUM Institution:
Professur für Angewandte Mathematische Statistik
Format:
Text
Application deadline:
20.11.2019
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