On elliptical quantiles in the quantile regression setup

Daniel Hlubinka and Miroslav Šiman

Journal of Multivariate Analysis, 2013, vol. 116, issue C, 163-171

Abstract: This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach.

Keywords: Regression quantile; Elliptical quantile; Multivariate quantile; Quantile regression; Nonparametric regression (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:116:y:2013:i:c:p:163-171

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DOI: 10.1016/j.jmva.2012.11.016

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