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A note on multivariate M-quantiles

Author

Listed:
  • Breckling, Jens
  • Kokic, Philip
  • Lübke, Oliver

Abstract

The extension of M-quantiles to a multivariate setting was originally introduced by Breckling and Chambers (Biometrika 75 (4) (1988) 761). In certain situations, their definition does not produce intuitive results. We present an alternative definition that overcomes these shortcomings.

Suggested Citation

  • Breckling, Jens & Kokic, Philip & Lübke, Oliver, 2001. "A note on multivariate M-quantiles," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 39-44, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:1:p:39-44
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    References listed on IDEAS

    as
    1. Averous, Jean & Meste, Michel, 1997. "Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 63(2), pages 222-241, November.
    2. Kokic, Philip, et al, 1997. "A Measure of Production Performance," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(4), pages 445-451, October.
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    Cited by:

    1. Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008. "Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth," Working Papers ECARES 2008_042, ULB -- Universite Libre de Bruxelles.
    2. Cascos, Ignacio & Ochoa, Maicol, 2021. "Expectile depth: Theory and computation for bivariate datasets," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
    3. repec:cte:wsrepe:28434 is not listed on IDEAS
    4. Agarwal, Gaurav & Tu, Wei & Sun, Ying & Kong, Linglong, 2022. "Flexible quantile contour estimation for multivariate functional data: Beyond convexity," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).

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