Distribution-function-based bivariate quantiles

L. A. Chen*, A. H. Welsh

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    14 Citations (Scopus)

    Abstract

    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.

    Original languageEnglish
    Pages (from-to)208-231
    Number of pages24
    JournalJournal of Multivariate Analysis
    Volume83
    Issue number1
    DOIs
    Publication statusPublished - Oct 2002

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