Multivariate quantiles with both overall and directional probability interpretation
本文提出了一种新的多元分位数(参考区域),它同时具有整体和方向概率解释,且不必是凸集。文章研究了其基本性质,给出了样本估计量和回归扩展,并用模拟和真实数据展示了应用。
Abstract 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.