On elliptical quantiles in the quantile regression setup

Abstrakt

This article defines a meaningful concept of elliptical location quantile with the aid of quantile regression, discusses its basic properties, and suggests its extension to a general regression framework through a locally constant nonparametric approach.

Klíčová slova

• Regression quantile
• Elliptical quantile
• Multivariate quantile
• Quantile regression
• Nonparametric regression