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A note on multivariate M-quantiles


  • Breckling, Jens
  • Kokic, Philip
  • Lübke, Oliver


The extension of M-quantiles to a multivariate setting was originally introduced by Breckling and Chambers (Biometrika 75 (4) (1988) 761). In certain situations, their definition does not produce intuitive results. We present an alternative definition that overcomes these shortcomings.

Suggested Citation

  • Breckling, Jens & Kokic, Philip & Lübke, Oliver, 2001. "A note on multivariate M-quantiles," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 39-44, November.
  • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:39-44

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    References listed on IDEAS

    1. Averous, Jean & Meste, Michel, 1997. "Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 63(2), pages 222-241, November.
    2. Kokic, Philip, et al, 1997. "A Measure of Production Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 445-451, October.
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