Empirical quantiles for finitely distributed univariate random variables can be obtained by solving a certain linear program. It is shown in this short note that multivariate empirical quantiles can be obtained in a very similar way by solving a vector linear program. This connection provides a new approach for computing Tukey depth regions and more general cone quantile sets.

翻译：对于有限分布的单变量随机变量，经验分位数可通过求解特定线性规划获得。本文简短说明，多元经验分位数可通过求解向量线性规划以极为相似的方式得到。这一联系为计算Tukey深度区域及更一般的锥分位数集提供了新途径。