Breckling, Jens; Kokic, Philip; Lübke, Oliver - In: Statistics & Probability Letters 55 (2001) 1, pp. 39-44
The extension of M-quantiles to a multivariate setting was originally introduced by Breckling and Chambers (Biometrika 75 (4) (1988) 761). In certain situations, their definition does not produce intuitive results. We present an alternative definition that overcomes these shortcomings.