Xiang, Xiaojing - In: Journal of Multivariate Analysis 59 (1996) 2, pp. 206-216
Let (X1, Y1), (X2, Y2), ..., be two-dimensional random vectors which are independent and distributed as (X, Y). For 0p1, let[xi](p|x) be the conditionalpth quantile ofYgivenX=x; that is,[xi](p|x)=inf{y : P(Y[less-than-or-equals, slant]y|X=x)[greater-or-equal, slanted]p}. We...