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2014, Wiley series in probability and statistics, ISBN 9781119975281, xvi, 260 pages
A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression,... 
Quantile regression | Regression analysis
Book
2005, Econometric Society monographs, ISBN 0521845734, Volume no. 38, xv, 349
Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the... 
Mathematical statistics | Regression analysis
Book
Journal of Econometrics, ISSN 0304-4076, 11/2019, Volume 213, Issue 1, pp. 145 - 173
Journal Article
The American Statistician, ISSN 0003-1305, 01/2016, Volume 70, Issue 1, pp. 74 - 90
Quantile-quantile plots, or qqplots, are an important visual tool for many applications but their interpretation requires some care and often more experience.... 
Ogive | and s charts | Daniel plots | Multivariate outlier detection | Half-normal plots | Visual hypothesis testing | STATISTICS & PROBABILITY | (x)over-bar and s charts
Journal Article
Annals of Statistics, ISSN 0090-5364, 02/2017, Volume 45, Issue 1, pp. 223 - 256
Journal Article
Environmetrics, ISSN 1180-4009, 03/2018, Volume 29, Issue 2, pp. e2488 - n/a
In many applications of hydrology, quantiles provide important insights in the statistical problems considered. In this paper, we focus on the estimation of... 
multivariate quantiles in hydrology | copulas | smoothed bootstrap | ENVIRONMENTAL SCIENCES | DESIGN | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | BOOTSTRAP | PLUG-IN ESTIMATION | RISK | STATISTICS & PROBABILITY | RETURN PERIOD | Hydrology | Analysis
Journal Article
Annals of Statistics, ISSN 0090-5364, 04/2010, Volume 38, Issue 2, pp. 635 - 669
A new multivariate concept of quantile, based on a directional version of Koenker and Bassett’s traditional regression quantiles, is introduced for... 
Quantile regression | Halfspace depth | Multivariate quantile | quantile regression | 62H05 | halfspace depth | 62J05
Journal Article
Environmetrics, ISSN 1180-4009, 02/2011, Volume 22, Issue 1, pp. 63 - 78
Several hydrological phenomena are described by two or more correlated characteristics. These dependent characteristics should be considered jointly to be more... 
estimation | multivariate quantile | floods | frequency analysis | hydrology | Frequency analysis | Hydrology | Multivariate quantile | Floods | Estimation | ENVIRONMENTAL SCIENCES | COPULAS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | EVENTS | STATISTICS & PROBABILITY | OF-FIT TESTS | BIVARIATE | Performance evaluation | Quantiles | Correlation | Equivalence | Simulation | Risk | Estimates
Journal Article
The Annals of Statistics, ISSN 0090-5364, 4/2010, Volume 38, Issue 2, pp. 635 - 703
A new multivariate concept of quantile, based on a directional version of Koenker and Bassett's traditional regression quantiles, is introduced for... 
Quantiles | Algorithms | Linear regression | Circumferences | Hyperplanes | Linear programming | Inference | Mathematical functions | Quantile regression | Statistics | CONTOURS | quantile regression | LOCATION DEPTH | STATISTICS & PROBABILITY | Multivariate quantile | halfspace depth | GROWTH CHARTS
Journal Article
Journal of Multivariate Analysis, ISSN 0047-259X, 06/2017, Volume 158, pp. 20 - 30
In this paper, we develop a reduced form multivariate quantile model, using a directional quantile framework. The proposed model is the solution to a... 
Multivariate quantiles | Multivariate time-series | Vector autoregression | Credit default swaps | REGRESSION QUANTILES | MODELS | RISK | STATISTICS & PROBABILITY | DEPENDENCE | Government securities | Analysis
Journal Article
Water (Switzerland), ISSN 2073-4441, 07/2018, Volume 10, Issue 8, p. 996
Multivariate quantiles are of increasing importance in applications of hydrology. This calls for reliable methods to evaluate the precision of the estimated... 
Confidence regions | Copulas | Hydrology | Multivariate quantiles | Level set estimation | LEVEL SETS | multivariate quantiles | hydrology | level set estimation | RISK | WATER RESOURCES | confidence regions | copulas | Quantiles | Regions
Journal Article
The Annals of Statistics, ISSN 0090-5364, 6/2016, Volume 44, Issue 3, pp. 1165 - 1192
Journal Article