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Regression and asymptotical location of a multivariate sample

Author

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  • Jacob, P.
  • Suquet, Ch.

Abstract

A broad class of multidimensional probability distributions is shown to have large samples which can be almost surely encompassed by a sequence of deterministic close fitting surfaces. Based on polar regression, a general method is proposed to estimate these surfaces.

Suggested Citation

  • Jacob, P. & Suquet, Ch., 1997. "Regression and asymptotical location of a multivariate sample," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 173-179, September.
    • Handle: RePEc:eee:stapro:v:35:y:1997:i:2:p:173-179
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    References listed on IDEAS

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    1. Jacob, P. & Suquet, Ch., 1996. "Regression and edge estimation," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 11-15, March.
    2. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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    Cited by:

    1. Barme-Delcroix, Marie-Francoise & Gather, Ursula, 2000. "An isobar-surfaces approach to multidimensional outlier-proneness," Technical Reports 2000,20, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. Kristýna Ivanková, 2012. "A Relative Efficiency Measure Based on Stock Market Index Data," Working Papers IES 2012/13, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2012.
    3. Barme-Delcroix, Marie-Françoise & Brito, Margarida, 2019. "Uniform estimation of isobars," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 94-100.
    4. Kristýna Ivanková, 2010. "Isobars and the Efficient Market Hypothesis," Working Papers IES 2010/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2010.

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