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Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions

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  • Averous, Jean
  • Meste, Michel

Abstract

For a probability distribution on a Banach space, we introduce a family of central balls, indexed by their radius, using a proximity criterion close to those defining the spatial median. It is shown that these balls possess robustness and equivariance properties similar to those of the spatial median. They provide a multivariate generalization of the real interquantile intervals and can be interpreted as trimmed regions.

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  • Averous, Jean & Meste, Michel, 1997. "Median Balls: An Extension of the Interquantile Intervals to Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 63(2), pages 222-241, November.
    • Handle: RePEc:eee:jmvana:v:63:y:1997:i:2:p:222-241
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    References listed on IDEAS

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    Cited by:

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    2. Belzunce, F. & Castano, A. & Olvera-Cervantes, A. & Suarez-Llorens, A., 2007. "Quantile curves and dependence structure for bivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 5112-5129, June.
    3. Breckling, Jens & Kokic, Philip & Lübke, Oliver, 2001. "A note on multivariate M-quantiles," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 39-44, November.

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