Multivariate quantiles with both overall and directional probability interpretation

DOI10.1111/SJOS.12603OpenAlexW4281396890MaRDI QIDQ5887772FDOQ5887772

Authors: Daniel Hlubinka, Lukáš Kotík, Miroslav Šiman 

Publication date: 13 April 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12603

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zbMATH Keywords

kernel estimationquantile regressionmultivariate quantiletolerance regiondirectional quantilenonconvex quantilereference region

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (2)

• Directional bivariate quantiles: a robust approach based on the cumulative distribution function
• \(M\)-estimation, convexity and quantiles

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