| Summary: | 碩士 === 國立交通大學 === 統計所 === 89 === There are many applications of the quantile interval for statistical inference in univariate distribution. Under multivariate dimension, although the multivariate quantile has been proposed (Chaudhuri(1996)、Chen and Welsh(1999)), the use of their quantiles for constructing multivariate region is not satisfactory. We propose a multivariate quantile region in the form of a parallelogram. Comparing with ellipsoid, we discuss the validity of the multivariate quantile regions under normal, exponential, and chi-square distribution. We also develop some applications of this parallel region, and study the multivariate trimmed mean constructed based on this region advancedly
for its large sample property and efficiency.
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