Multivariate quantiles with both overall and directional probability interpretation

0564724 - ÚTIA 2023 RIV US eng J - Článek v odborném periodiku
Hlubinka, D. - Kotík, L. - Šiman, Miroslav
Multivariate quantiles with both overall and directional probability interpretation.
Scandinavian Journal of Statistics. Roč. 49, č. 4 (2022), s. 1586-1604. ISSN 0303-6898. E-ISSN 1467-9469
Grant CEP: GA ČR GA17-07384S; GA ČR GA21-05325S
Institucionální podpora: RVO:67985556
Klíčová slova: directional quantile * kernel estimation * multivariate quantile * nonconvex quantile * quantile regression * reference region * tolerance region
Obor OECD: Statistics and probability
Impakt faktor: 1, rok: 2022
Způsob publikování: Omezený přístup
http://library.utia.cas.cz/separaty/2022/SI/siman-0564724.pdf https://onlinelibrary.wiley.com/doi/10.1111/sjos.12603

The article introduces multivariate quantiles (or reference regions) that have both overall and directional probability interpretation and need not be necessarily convex. They are defined by means of univariate conditional quantiles along the rays starting at a suitable central point. Their basic properties are investigated, their sample estimators and regression extensions are proposed, and their use is illustrated with both simulated and real data.
Trvalý link: https://hdl.handle.net/11104/0336421