Design-based estimation for geometric quantiles with application to outlier detection
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- Beck, Nicholas & Di Bernardino, Elena & Mailhot, Mélina, 2021. "Semi-parametric estimation of multivariate extreme expectiles," Journal of Multivariate Analysis, Elsevier, vol. 184(C).
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Keywords
Bahadur expansion Consistent estimator Estimating equation Horvitz-Thompson estimator Newton-Raphson iterative methods Quantile contour plot Variance estimation;Statistics
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