Distribution-function-based bivariate quantiles

Chen, L.-A. and Welsh, A.H. (2002) Distribution-function-based bivariate quantiles. Journal of Multivariate Analysis, 83, (1), 208-231. (doi:10.1006/jmva.2001.2043).


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Original Publication URL: http://dx.doi.org/10.1006/jmva.2001.2043


We introduce bivariate quantiles which are defined through the bivariate distribution function. This approach ensures that, unlike most multivariate medians or the multivariate M-quartiles, the bivariate quantiles satisfy an analogous property to that of the univariate quantiles in that they partition R2 into sets with a specified probability content. The definition of bivariate quantiles leads naturally to the definition of quantities such as the bivariate median, bivariate extremes, the bivariate quantile curve, and the bivariate trimmed mean. We also develop asymptotic representations for the bivariate quantiles.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1006/jmva.2001.2043
ISSNs: 0047-259X (print)
Related URLs:
Keywords: bivariate extreme, bivariate median, bivariate quantile, bivariate quantile curve, bivariate trimmed mean
Subjects: Q Science > QA Mathematics
H Social Sciences > HA Statistics
Divisions : University Structure - Pre August 2011 > School of Mathematics > Statistics
ePrint ID: 29941
Accepted Date and Publication Date:
Date Deposited: 12 May 2006
Last Modified: 31 Mar 2016 11:56
URI: http://eprints.soton.ac.uk/id/eprint/29941

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