Kompozitní kvantilová regrese
| Thesis title in Czech: | Kompozitní kvantilová regrese |
|---|---|
| Thesis title in English: | Composite quantile regression |
| Key words: | kvantilová regrese|mnohonásobní kvantily|kompozitní kvantilová regrese |
| English key words: | quantile regression|multiple quantiles|composite quantile regression |
| Academic year of topic announcement: | 2025/2026 |
| Thesis type: | diploma thesis |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | doc. RNDr. Matúš Maciak, Ph.D. |
| Author: | hidden - assigned by the advisor, waiting for guarantor's approval |
| Date of registration: | 22.09.2025 |
| Date of assignment: | 02.10.2025 |
| Guidelines |
| Cieľom diplomovej práce je oboznámiť sa s kvantilovou regresiou a špeciálne s prípadom tzv. kompozitného modelu kvantilovej regresie,
kedy sa odhaduje niekoľko podmienených kvantilov zároveň. Práca by mala obsahovať jednak teoretickú a tiež empirickú časť — napr. simulácie, alebo praktickú ilustráciu na reálnych datach. |
| References |
| [1] Koenker, R. (1984). A note on l-estimates for linear models. Statistics & Probability Letter, 2(6), 323-325.
[2] Zhao, Z. and Xiao, Z. (2014). Efficient regression via optimally combining quantile information. Econometric Theory, 30(6), 1272-1314. [3] Zhou, H. and Yuan, M. (2008). Composite quantile regression and the oracle model selection theory. The Annals of Statistics, 36(3), 1108-1126. |