*: Department of Statistics and Data Science, National University of Singapore, Singapore; Email: zheyuan_lai@u.nus.edu †: Department of Statistics and Data Science and Yale-NUS College, National ...

A new multivariate concept of quantile, based on a directional version of Koenker and Bassett's traditional regression quantiles, is introduced for multivariate location and multiple-output regression ...

Abstract: This paper describes a parameter estimation algorithm applicable for the model structures in the form of multivariate polynomial systems. An example of a synchronous machine nonlinear model ...

For many decision-making problems under uncertainty, it is crucial to develop risk-averse models and specify the decision makers' risk preferences based on multiple stochastic performance measures (or ...