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Data depth and multiple output regression, the distorted M-quantiles approach

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorOchoa Arellano, Maicol Jesús
dc.contributor.authorCascos Fernández, Ignacio
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadísticaes
dc.date.accessioned2022-07-14T12:53:55Z
dc.date.available2022-07-14T12:53:55Z
dc.date.issued2022-07-14
dc.description.abstractFor a univariate distribution, its M-quantiles are obtained as solutions to asymmetric minimization problems dealing with the distance of a random variable to a fixed point. The asymmetry refers to the different weights for the values of the random variable at either side of the fixed point. We focus on M-quantiles whose associated losses are given in terms of a power. In this setting, the classical quantiles are obtained for the first power, while the expectiles correspond to quadratic losses. The M-quantiles considered here are computed over distorted distributions, which allows to tune the weight awarded to the more central or peripheral parts of the distribution. These distorted M-quantiles are used in the multivariate setting to introduce novel families of central regions and their associated depth functions, which are further extended to the multiple output regression setting in the form of conditional regression regions and conditional depths.en
dc.identifier.issn2387-0303
dc.identifier.urihttps://hdl.handle.net/10016/35465
dc.identifier.uxxiDT/0000002014es
dc.language.isoengen
dc.relation.ispartofseriesWorking paper Statistics and Econometricsen
dc.relation.ispartofseries22-07
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/*
dc.subject.ecienciaEstadísticaes
dc.subject.otherBivariate Depth Algorithmen
dc.subject.otherData Depthen
dc.subject.otherDistortion Functionen
dc.subject.otherConditional Regression Regionen
dc.subject.otherM-Quantilesen
dc.titleData depth and multiple output regression, the distorted M-quantiles approachen
dc.typeworking paper*
dspace.entity.typePublication
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