Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth

DOI10.1214/09-AOS723zbMath1183.62088arXiv1002.4486OpenAlexW1991452110MaRDI QIDQ2380085

Davy Paindaveine, Miroslav Šiman, Marc Hallin

Publication date: 24 March 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.4486

zbMATH Keywords

halfspace depthquantile regressionmultivariate quantile

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of mathematical programming (90C90) Linear programming (90C05) Graphical methods in statistics (62A09)

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Uses Software

• quantreg
• AS 307

Cites Work

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