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A quantile based dimension reduction technique
Working Papers
Overview
Classification
Overview
authors
MENDEZ CIVIETA, ALVARO
AGUILERA MORILLO, MARIA DEL CARMEN
LILLO RODRIGUEZ, ROSA ELVIRA
publisher
UNIVERSIDAD CARLOS III DE MADRID
publication date
2021
series title
Working paper Statistics and Econometrics
series number
21-06
Classification
keywords
partial-least-squares; quantile-regression; dimension-reduction; outliers; robust