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
Recommendations
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)
Cites Work
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- On conditional value at risk (CoVaR) for tail-dependent copulas
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Cited In (6)
- Title not available (Why is that?)
- Prediction of record values by using quantile regression curves and distortion functions
- On sums of dependent random lifetimes under the time-transformed exponential model
- Boxplot for circular variables
- Predicting future failure times by using quantile regression
- Clockwise Bivariate Boxplots
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