Directional bivariate quantiles: a robust approach based on the cumulative distribution function

DOI10.1007/S10182-019-00355-3MaRDI QIDQ2218561zbMATH OpenOpenAlexWikidataFDO

Authors Nadja Klein, Thomas Kneib

Publication date 15 January 2021

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-019-00355-3

zbMATH Keywords

direction-specific quantilesinverse cumulative distribution functionlinear programmingquantile curvesrobustness

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear programming (90C05)

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Cites work

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• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
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• Note on the spatial quantile of a random vector
• On a Geometric Notion of Quantiles for Multivariate Data
• On a notion of data depth based on random simplices
• On affine equivariant multivariate quantiles
• On the covariance of the asymptotic empirical copula process
• Quantile curves and dependence structure for bivariate distributions
• Quantile functions for multivariate analysis: approaches and applications
• Quantile regression.
• Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
• Vector quantile regression: an optimal transport approach
• Zonoid trimming for multivariate distributions

Cited in

(4)

• Distribution-function-based bivariate quantiles.
• Computation of quantile sets for bivariate ordered data
• A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
• Monitoring joint tail risks: an application to growth and inflation

Describes a project that uses

Uses Software

• ddalpha
• bivquant
• CopulaModel
• lp_solve
• lpSolve

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