On elliptical quantiles in the quantile regression setup
This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach.
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Volume (Year): 116 (2013)
Issue (Month): C ()
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- Marc Hallin & Davy Paindaveine & Miroslav Šiman, 2010. "Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth," ULB Institutional Repository 2013/127979, ULB -- Universite Libre de Bruxelles.
- Davy Paindaveine & Miroslav Šiman, 2012. "Computing multiple-output regression quantile regions from projection quantiles," Computational Statistics, Springer, vol. 27(1), pages 29-49, March.
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