Authors: | Guillaume Carlier , Victor Chernozhukov and Alfred Galichon |

Date: | 22 September 2015 |

Type: | cemmap Working Paper, CWP58/15 |

DOI: | 10.1920/wp.cem.2015.5815 |

We propose a notion of conditional vector quantile function and a vector quantile regression. A *conditional vector quantile function *(CVQF) of a random vector *Y*, taking values in R* ^{d}* given covariates

Now published:

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon June 2016,
Vector quantile regression: an optimal transport approach,
Journal Article, Institute of Mathematical Statistics

Previous version:

Guillaume Carlier, Victor Chernozhukov and Alfred Galichon December 2014,
Vector quantile regression,
cemmap Working Paper, CWP48/14, Institute for Fiscal Studies