Fig. 1.

Assessment of the robustness of $\widehat{\beta }\left(\tau \right)$ with data generated from set-up S2.C (the first row) and from set-up S2.F (the second row). Solid lines represent true regression quantiles, dashed lines represent empirical averages of naive estimates, dotted lines represent empirical averages of the proposed estimates based on Clayton's copula, and dashed dotted lines represent empirical averages of the proposed estimates based on Frank's copula.