On elliptical quantiles in the quantile regression setup

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.

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Year of publication:	2013
Authors:	Hlubinka, Daniel ; Šiman, Miroslav
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 116.2013, C, p. 163-171
Publisher:	Elsevier
Subject:	Regression quantile \| Elliptical quantile \| Multivariate quantile \| Quantile regression \| Nonparametric regression

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011041969