Bivariate box plots based on quantile regression curves

DOI10.1515/demo-2020-0008zbMath1457.62117OpenAlexW3046187283MaRDI QIDQ828060

N. E. Zubov

Publication date: 14 January 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2020-0008

zbMATH Keywords

copulakernel estimationmedian regressionquantile confidence bands

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric tolerance and confidence regions (62G15)

Related Items (3)

Prediction of record values by using quantile regression curves and distortion functions ⋮ On sums of dependent random lifetimes under the time-transformed exponential model ⋮ Predicting future failure times by using quantile regression

Uses Software

• CRAN
• quantreg

Cites Work

• Covar of families of copulas
• On conditional value at risk (CoVaR) for tail-dependent copulas
• An introduction to copulas.
• An interior point algorithm for nonlinear quantile regression
• Conditional specification of statistical models.
• Stochastic comparisons and bounds for conditional distributions by using copula properties
• Conditional quantiles and tail dependence
• Regression Quantiles
• A very simple proof of the multivariate Chebyshev's inequality
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