Bivariate box plots based on quantile regression curves

DOI10.1515/DEMO-2020-0008zbMATH Open1457.62117OpenAlexW3046187283MaRDI QIDQ828060FDOQ828060

Authors N. E. Zubov

Publication date 14 January 2021

Published in Dependence Modeling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/demo-2020-0008

zbMATH Keywords

copulakernel estimationmedian regressionquantile confidence bands

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 3146388 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 890348 (Why is no real title available?)
• A note on confidence regions based on the bivariate Chebyshev inequality applications to order statistics and data
• A very simple proof of the multivariate Chebyshev's inequality
• An interior point algorithm for nonlinear quantile regression
• An introduction to copulas.
• Conditional quantiles and tail dependence
• Conditional specification of statistical models.
• Covar of families of copulas
• On conditional value at risk (CoVaR) for tail-dependent copulas
• Quantile regression.
• Regression Quantiles
• Stochastic comparisons and bounds for conditional distributions by using copula properties

Cited in

(6)

• Prediction of record values by using quantile regression curves and distortion functions
• Boxplot for circular variables
• Predicting future failure times by using quantile regression
• scientific article; zbMATH DE number 1959645 (Why is no real title available?)
• Clockwise Bivariate Boxplots
• On sums of dependent random lifetimes under the time-transformed exponential model

Describes a project that uses

Uses Software

• CRAN
• quantreg

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