CRONOS 2018
Abstract
In this paper we aim at finding similarities among the coefficients from a multivariate regression. Using a quantile regression coefficients modeling, the effect of each covariate, given a response (also multivariate) is a curve in the multidimensional space of the percentiles. Collecting all the curves, describing the effects of each covariate on each response variable, we could be able to assess if only one or more covariates have same effects on different responses.
Date
Apr 3, 2018 — Apr 5, 2018
Event
Location
Poseidonia Beach Hotel, organized by CRoNoS COST Action (Cyprus University of Technology) and in collaboration with the Frederick University, Cyprus.
Limassol,
Gianluca Sottile
Research Fellow in Statistics
Doctor Europaeus
My research interests are related to the area of applied statistical learning, with particular focus on robust models.