Multivariate quantiles with both overall and directional probability interpretation

DOI10.1111/SJOS.12603MaRDI QIDQ5887772zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

kernel estimationquantile regressionmultivariate quantiletolerance regiondirectional quantilenonconvex quantilereference region

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(2)

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

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