Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
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Publication:3068113
DOI10.1080/10485250903431710zbMath1203.62103MaRDI QIDQ3068113
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
nonparametric methods; affine equivariance and invariance; covariance functionals; invariant coordinate system functionals; multivariate outlyingness functions; multivariate quantile functions; transformation-retransformation functionals
62H99: Multivariate analysis
62H05: Characterization and structure theory for multivariate probability distributions; copulas
62G99: Nonparametric inference
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