Bivariate quantile smoothing splines

Abstract

It has long been recognized that the mean provides an inadequate summary whereas the set of quantiles can supply a more complete description of a sample. We introduce bivariate quantile smoothing splines, which belong to the space of bilinear tensor product splines, as non-parametric estimators for the conditional quantile functions in a two-dimensional design space. The estimators can be computed by using standard linear programming techniques and can further be used as building-blocks for conditional quantile estimations in higher dimensions. For moderately large data sets, we recommend penalized bivariate B-splines as approximate solutions. We use real and simulated data to illustrate the methodology proposed. © 1998 Royal Statistical Society.