Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation

DOI10.1080/10485250903431710zbMath1203.62103OpenAlexW2089340602MaRDI QIDQ3068113

Robert J. Serfling

Publication date: 13 January 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903431710

zbMATH Keywords

nonparametric methodsaffine equivariance and invariancecovariance functionalsinvariant coordinate system functionalsmultivariate outlyingness functionsmultivariate quantile functionstransformation-retransformation functionals

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Nonparametric inference (62G99)

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Uses Software

• robustbase

Cites Work

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