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2024 | OriginalPaper | Chapter

An Invitation to Multivariate Quantiles Arising from Optimal Transport Theory

Author : Hung T. Nguyen

Published in: Optimal Transport Statistics for Economics and Related Topics

Publisher: Springer Nature Switzerland

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Abstract

While a variety of new concepts and methods arised from Optimal Transport theory recently in the literature, they are somewhat theoretical for empirical researchers, including statisticians and econometricians. This tutorial paper aims at elaborating on one of these new concepts and methods, namely multivariate quantile functions, in order to invite empirical researchers to take a closer look at this new concept to apply to their empirical works, such as multivariate quantile regression.

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Title: An Invitation to Multivariate Quantiles Arising from Optimal Transport Theory
Author: Hung T. Nguyen
Publisher: Springer Nature Switzerland
Book: Optimal Transport Statistics for Economics and Related Topics
Print ISBN: 978-3-031-35762-6

Electronic ISBN: 978-3-031-35763-3

Copyright Year: 2024
DOI: https://doi.org/10.1007/978-3-031-35763-3_1

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