Distribution-function-based bivariate quantiles
Distribution-function-based bivariate quantiles
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基于分布函数的二元分位数
DOI：
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发表时间：
2002
期刊：
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通讯作者：
A. Welsh
中科院分区：
文献类型：
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作者：
Lin;A. Welsh
我们引入了通过双变量分布函数定义的双变量分位数。这种方法确保了与大多数多变量中间值或多变量M四分位不同，双变量分位数满足与单变量分位数类似的性质，因为它们将R2划分为具有指定概率内容的集合。双变量分位数的定义自然导致了双变量中值、双变量极值、双变量分位数曲线和双变量修剪平均值等量化的定义。我们还给出了二元分位数的渐近表示。
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 quantifies 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.