Multivariate quantiles with both overall and directional probability interpretation

0564724 - ÚTIA 2023 RIV US eng J - Journal Article
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
R&D Projects: GA ČR GA17-07384S; GA ČR GA21-05325S
Institutional support: RVO:67985556
Keywords : directional quantile * kernel estimation * multivariate quantile * nonconvex quantile * quantile regression * reference region * tolerance region
OECD category: Statistics and probability
Impact factor: 1, year: 2022
Method of publishing: Limited access
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.
Permanent Link: https://hdl.handle.net/11104/0336421