Vector quantile regression: an optimal transport approach

DOI10.1214/15-AOS1401zbMath1381.62239arXiv1406.4643OpenAlexW4210960245MaRDI QIDQ292882

Victor Chernozhukov, Guillaume Carlier, Alfred Galichon

Publication date: 9 June 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.4643

zbMATH Keywords

Monge-Kantorovich-Breniervector conditional quantile functionvector quantile regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear inference, regression (62J99)

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