In multiple-output quantile regression the simultaneous study of multiple response variables requires multivariate quantiles. Current definitions of such quantiles often lack a clear probability interpretation, as the defined quantiles can cover large parts of the distribution where little...

In multiple-output quantile regression the simultaneous study of multiple response variables requires multivariate quantiles. Current definitions of such quantiles often lack a clear probability interpretation, as the defined quantiles can cover large parts of the distribution where little...