Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth
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Other versions of this item:
- Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008. "Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth," Working Papers ECARES 2008_042, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
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- Abdous, B. & Theodorescu, R., 1992. "Note on the spatial quantile of a random vector," Statistics & Probability Letters, Elsevier, vol. 13(4), pages 333-336, March.
- Cascos, Ignacio & López-Díaz, Miguel, 2005. "Integral trimmed regions," Journal of Multivariate Analysis, Elsevier, vol. 96(2), pages 404-424, October.
- Willa W. Chen & Rohit S. Deo, 2004. "Power transformations to induce normality and their applications," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 117-130.
- Wei, Ying, 2008. "An Approach to Multivariate Covariate-Dependent Quantile Contours With Application to Bivariate Conditional Growth Charts," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 397-409, March.
- Robert Serfling, 2002. "Quantile functions for multivariate analysis: approaches and applications," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 56(2), pages 214-232.
More about this item
KeywordsHalfspace depth; Multivariate quantile; Quantile regression;
StatisticsAccess and download statistics
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