Directional bivariate quantiles: a robust approach based on the cumulative distribution function

DOI10.1007/s10182-019-00355-3zbMath1457.62114OpenAlexW2970012793WikidataQ127304669 ScholiaQ127304669MaRDI QIDQ2218561

Nadja Klein, Thomas Kneib

Publication date: 15 January 2021

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-019-00355-3

zbMATH Keywords

linear programmingrobustnessdirection-specific quantilesinverse cumulative distribution functionquantile curves

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Linear programming (90C05)

Related Items

A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators

Uses Software

• lp_solve
• lpSolve
• ddalpha
• bivquant
• CopulaModel

Cites Work

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