On Affine Equivariant Multivariate Quantiles
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DOI: 10.1023/A:1012478908041
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References listed on IDEAS
- Babu, G. Jogesh & Rao, C. Radhakrishna, 1988. "Joint asymptotic distribution of marginal quantiles and quantile functions in samples from a multivariate population," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 15-23, October.
- Oja, Hannu, 1983. "Descriptive statistics for multivariate distributions," Statistics & Probability Letters, Elsevier, vol. 1(6), pages 327-332, October.
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Cited by:
- Agarwal, Gaurav & Tu, Wei & Sun, Ying & Kong, Linglong, 2022. "Flexible quantile contour estimation for multivariate functional data: Beyond convexity," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
- Marc Hallin & Davy Paindaveine & Miroslav Siman, 2008.
"Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth,"
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2008_042, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Davy Paindaveine & Miroslav Šiman, 2010. "Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth," ULB Institutional Repository 2013/127979, ULB -- Universite Libre de Bruxelles.
- Chaouch, Mohamed & Goga, Camelia, 2010. "Design-based estimation for geometric quantiles with application to outlier detection," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2214-2229, October.
- Daniel Hlubinka & Lukáš Kotík & Miroslav Šiman, 2022. "Multivariate quantiles with both overall and directional probability interpretation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(4), pages 1586-1604, December.
- Klaus Herrmann & Marius Hofert & Melina Mailhot, 2017. "Multivariate Geometric Expectiles," Papers 1704.01503, arXiv.org, revised Jan 2018.
- Nadja Klein & Thomas Kneib, 2020. "Directional bivariate quantiles: a robust approach based on the cumulative distribution function," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(2), pages 225-260, June.
- Ma, Xuejun & Wang, Shaochen & Zhou, Wang, 2021. "Testing multivariate quantile by empirical likelihood," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
- Mukhopadhyay, Nitai D. & Chatterjee, Snigdhansu, 2011. "High dimensional data analysis using multivariate generalized spatial quantiles," Journal of Multivariate Analysis, Elsevier, vol. 102(4), pages 768-780, April.
- Mohamed CHAOUCH & Ali GANNOUN & Jérôme SARACCO, 2008. "Conditional Spatial Quantile: Characterization and Nonparametric Estimation," Cahiers du GREThA (2007-2019) 2008-10, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
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Keywords
Bahadur representation; L-estimates; multivariate ranks; Q-Q plots; quantile contour plots; transformation-retransformation;All these keywords.
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