We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional vector … quantile function (CVQF) of a random vector Y, taking values in Rd given covariates Z=z, taking values in Rk, is a map u --> QY … version of the classical QR, and CVQF reduces to the scalar conditional quantile function. Several applications to diverse …

quantile function with respect to the given capacity. Characterizations, involving Choquet integrals with respect to a …

function and quantile function with respect to the given capacity. The Choquet integral is extensively used as a tool. We state …

quantile function and its derivatives. The bias and Bahadur remainder term are studied uniformly with respect to the quantile … differentiability order of the conditional quantile function. Applications of the results deal with global optimal consistency rates of … density function. The latter allows to obtain a simple estimator of the conditional quantile function of the private values in …

function and quantile function with respect to the given capacity. The Choquet integral is extensively used as a tool. In the …