Pages that link to "Item:Q4469556"
From MaRDI portal
The following pages link to Quantile functions for multivariate analysis: approaches and applications (Q4469556):
Displaying 50 items.
- Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model (Q309148) (← links)
- A multivariate extension of the increasing convex order to compare risks (Q320306) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Quantiles for finite and infinite dimensional data (Q414539) (← links)
- On multivariate quantiles under partial orders (Q548551) (← links)
- On directional multiple-output quantile regression (Q618143) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Regression based principal component analysis for sparse functional data with applications to screening growth paths (Q746647) (← links)
- Extreme geometric quantiles in a multivariate regular variation framework (Q897840) (← links)
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness (Q898590) (← links)
- Quantile curves and dependence structure for bivariate distributions (Q1020182) (← links)
- Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties (Q1036719) (← links)
- Projection-based depth functions and associated medians (Q1431435) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- Uniform estimation of isobars (Q1726926) (← links)
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane'' (Q1732723) (← links)
- Nonparametric multivariate descriptive measures based on spatial quantiles (Q1877835) (← links)
- Asymptotics for the Tukey depth process, with an application to a multivariate trimmed mean (Q1880898) (← links)
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates (Q1954141) (← links)
- A new concept of quantiles for directional data and the angular Mahalanobis depth (Q2015161) (← links)
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach (Q2039808) (← links)
- Bayesian multivariate quantile regression using dependent Dirichlet process prior (Q2048107) (← links)
- Discovering optimally representative dynamical locations (ORDL) in big multivariate spatiotemporal data: a case study of precipitation in Australia from space to ground sensors (Q2110042) (← links)
- Multivariate \(\rho \)-quantiles: a spatial approach (Q2137049) (← links)
- Quantile hidden semi-Markov models for multivariate time series (Q2172108) (← links)
- Noncrossing structured additive multiple-output Bayesian quantile regression models (Q2195832) (← links)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function (Q2218561) (← links)
- Testing multivariate quantile by empirical likelihood (Q2222231) (← links)
- On generalized elliptical quantiles in the nonlinear quantile regression setup (Q2351813) (← links)
- Selecting an optimal model for forecasting the volumes of railway goods transportation (Q2362338) (← links)
- On the \(u\)\,th geometric conditional quantile (Q2370472) (← links)
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth (Q2380085) (← links)
- A note on generalized inverses (Q2392816) (← links)
- On weighted and locally polynomial directional quantile regression (Q2403398) (← links)
- Pareto quantiles of unlabeled tree objects (Q2413599) (← links)
- Design-based estimation for geometric quantiles with application to outlier detection (Q2445676) (← links)
- Limit laws for multidimensional extremes (Q2471254) (← links)
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator (Q2480022) (← links)
- Positions and QQ plots (Q2503953) (← links)
- Frontier estimation in nonparametric location-scale models (Q2512614) (← links)
- Non-parametric smoothed estimation of multivariate cumulative distribution and survival functions, and receiver operating characteristic curves (Q2633968) (← links)
- Precision Index in the Multivariate Context (Q2815368) (← links)
- On easily interpretable multivariate reference regions of rectangular shape (Q3003011) (← links)
- Process capability vector for multivariate nonlinear profiles (Q3390627) (← links)
- Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis (Q5324877) (← links)
- Level sets of depth measures in abstract spaces (Q6064238) (← links)
- The sparse method of simulated quantiles: An application to portfolio optimization (Q6067572) (← links)
