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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