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A new multivariate concept of quantile, based on a directional version of Koenker and Bassett’s traditional regression quantiles, is introduced for multivariate location and multiple-output regression problems. In their empirical version, those quantiles can be computed efficiently via linear...
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This paper sheds some new light on the multivariate (projectional) quantiles recently introduced in Kong and Mizera (2008). Contrary to the sophisticated set analysis used there, we adopt a more parametric approach and study the subgradient conditions associated with these quantiles. In this...
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We consider two-person sports where each rally is initiated by a server, the other player (the receiver) becoming the server when he/she wins a rally. Historically, these sports used a scoring based on the side-out scoring system, in which points are only scored by the server. Recently, however,...
Persistent link: https://www.econbiz.de/10008530671
Aiming at analysing multimodal or non-convexly supported distributionsthrough data depth, we introduce a local extension of depth. Our constructionis obtained by conditioning the distribution to appropriate depth-based neigh-borhoods, and has the advantages, among others, to maintain...
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A new quantile regression concept, based on a directional version of Koenker and Bassett’s traditional single-output one, has been introduced in [Hallin, Paindaveine and ¡Siman, Annals of Statistics 2010, 635-703] for multiple-output regression problems. The polyhedral contours provided by...
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