Quantile tomography: using quantiles with multivariate data
Quantile tomography: using quantiles with multivariate data
The use of quantiles to obtain insights about multivariate data is addressed.It is argued that incisive insights can be obtained by considering directional quantiles, the quantiles of projections.Directional quantile envelopes are proposed as a way to condense this kind of information; it is demonstrated that they are essentially halfspace (Tukey) …