References
- Friedman, J.H. (1987). Exploratory projection pursuit. J. Amer. Statist. Assoc. 82:249–266.
- Hallin, M., Paindaveine, D., Šiman, M. (2010). Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth. Ann. Statist. 38:635–669.
- He, S., Qi, E., He, Z. (2007). Study on the method of process capability index of multivariate quality characteristics based on projection pursuit model. J. Manage. Sci. 2007-02.
- Huber, P.J. (1985). Projection pursuit. Ann. Statist. 13:435–475.
- Kim, T.-H., White, H. (2004). On more robust estimation of skewness and kurtosis. Finan. Res. Lett. 1:56–73.
- Koenker, R., Basset, G.J. (1978). Regression quantiles. Econometrica 46:33–50.
- Koenker, R. (2005). Quantile Regression. New York: Cambridge University Press.
- Kotz, S., Lovelace, C.R. (1998). Process Capability Indices in Theory and Practice. New York: Oxford University Press.
- Paindaveine, D., Šiman, M. (2011). On directional multiple-output quantile regression. J. Multivariate Anal. 102:193–392.
- Paindaveine, D., Šiman, M. (2012). Computing multiple-output regression quantile regions from projection quantiles. Computat. Statist. 27:29–49.
- Pearn, W.L., Kotz, S. (2006). Encyclopedia and Handbook of Process Capability Indices. Singapore: World Scientific Publishing.
- Small, C.G. (1990). A survey of multidimensional medians. Int. Statist. Rev. 58:263–277.
- Šiman, M. (2011). On exact computation of some statistics based on projection pursuit in a general regression context. Commun. Statist. Simul. Computat. 40:948–956.
- Šiman, M. (2014). Precision index in the multivariate context. Commun. Statist. Theor. Meth. 43:377–387.
- White, H., Kim, T.-H., Manganelli, S. (2010). Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR. In: Bollerslev, T., Russell, J. R., Watson, M. W., eds. Volatility and Time Series Econometrics, New York: Oxford University Press, pp. 231–257.