Nonparametric multivariate descriptive measures based on spatial quantiles

DOI10.1016/S0378-3758(03)00156-3zbMath1045.62048MaRDI QIDQ1877835

Robert J. Serfling

Publication date: 19 August 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

LocationScaleKurtosisSkewnessPeakednessMultivariate distributionsSpatial quantilesTailweight

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99)

Related Items (29)

Vector quantile regression: an optimal transport approach ⋮ On the \(u\)\,th geometric conditional quantile ⋮ Effect of kurtosis on efficiency of some multivariate medians ⋮ Spatial median depth-based robust adjusted empirical likelihood ⋮ Computationally easy outlier detection via projection pursuit with finitely many directions ⋮ Spatial quantile estimation of multivariate threshold time series models ⋮ Depth-based nonparametric description of functional data, with emphasis on use of spatial depth ⋮ The \(\mathrm{DD}^G\)-classifier in the functional setting ⋮ On a scale-scale plot for comparing multivariate distributions ⋮ Asymmetry and Gradient Asymmetry Functions: Density‐Based Skewness and Kurtosis ⋮ Comparison of multivariate distributions using quantile-quantile plots and related tests ⋮ A generalized multivariate kurtosis ordering and its applications ⋮ On a nonparametric notion of residual and its applications ⋮ On relative skewness for multivariate distributions ⋮ Testing multivariate quantile by empirical likelihood ⋮ On some classifiers based on multivariate ranks ⋮ On Fractile Transformation of Covariates in Regression ⋮ Generalized multivariate rank type test statistics via spatial U-quantiles ⋮ Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator ⋮ Influence functions for a general class of depth-based generalized quantile functions ⋮ Nonparametric multivariate kurtosis and tailweight measures ⋮ Affine invariant depth-based tests for the multivariate one-sample location problem ⋮ Influence functions of some depth functions, and application to depth-weighted L-statistics ⋮ Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation ⋮ A family of kurtosis orderings for multivariate distributions ⋮ Discussion ⋮ Process capability vector for multivariate nonlinear profiles ⋮ From Depth to Local Depth: A Focus on Centrality ⋮ On rank distribution classifiers for high-dimensional data

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