For example, we may have (i) measurements of d = 5 air pollutants (CO, NO, etc.) on n = 42 widely-separated days, (ii) d test scores for n different students, (iii) best results for d Olympic events for teams from n different countries, or (iv) d different physical measurements for n individuals (human or animal) that we are trying to classify. In each case, the i row corresponds to the i multi...

Multivariate quantiles have been defined by a number of researchers and can be estimated by different methods. However, little work can be found in the literature about Bayesian estimation of joint quantiles of multivariate random variables. In this paper we present a multivariate quantile function model and propose a Bayesian method to estimate the model parameters. The methodology developed h...