Some Properties of Spatial Quantiles

• Autorzy: Grażyna Trzpiot

Warianty tytułu

Wybrane własności przestrzennych kwantyli

• Języki publikacji: EN

Abstrakty

EN

Conditional quantiles are required in various economic, biomedical or industrial problems. Lack of objective basis for ordering multivariate observations is a major problem in extending the notion of quantiles or conditional quantiles (also called regression quantiles) in a multidimensional setting. We present characterisations of the spatial quantiles and the corresponding estimators. Nonparametric inference is very naturally quantile-based, and in recent years various notions of multivariate quantiles the spatial quantile function for whose sample version have been recalled. (original abstract)

Warunkowe kwantyle są wykorzystywane w ekonomii, biomedycynie lub w przemyśle. Mamy problemy z wprowadzeniem relacji porządku w obserwacjach wielowymiarowych, co przenosi się również na uogólnienie definicji kwantyli oraz warunkowych kwantyli (regresji kwantylowej) w przestrzeni wielowymiarowej. Omówimy własności przestrzennych kwantyli oraz ich estymatory. Wnioskowanie nieparamertyczne jest wykorzystywane przy opisie kwantylowym. Przedstawimy różne notacje wielowymiarowych kwantyli oraz przestrzennych funkcji kwantylowych w zapisie dla próby badawczej. (abstrakt oryginalny)

Słowa kluczowe

EN

Multi-dimensional analysis; Quantile regression; Econometrics

PL

Analiza wielowymiarowa; Regresja kwantylowa; Ekonometria

• Czasopismo: Acta Universitatis Lodziensis. Folia Oeconomica
• Rocznik: 2014
• Numer: vol. 5, t. 307 Spatial Econometrics and Regional Economic Analysis
• Strony: 133--142

Twórcy

autor

Grażyna Trzpiot

• University of Economics in Katowice, Poland

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