Multivariate Q-Q Plots Based on Quantile Contours

摘要

A common graphical method for comparing one-dimensional distributions is the Q-Qplot. We consider the construction of Q-Q plots for multivariate distributions, based on matching points along estimated contours ('quantile contours') of cumulative distribution functions (cdf's). The multivariate Q-Q plot can be explored using tour methods; several examples are given for bivariate data.