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A note on multivariate M-quantiles

✍ Scribed by Jens Breckling; Philip Kokic; Oliver Lübke

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
92 KB
Volume
55
Category
Article
ISSN
0167-7152

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✦ Synopsis

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 deÿnition does not produce intuitive results. We present an alternative deÿnition that overcomes these shortcomings.

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