Descriptive statistics for multivariate distributions
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Cites work
- scientific article; zbMATH DE number 3833083 (Why is no real title available?)
- scientific article; zbMATH DE number 3646134 (Why is no real title available?)
- scientific article; zbMATH DE number 3154289 (Why is no real title available?)
- scientific article; zbMATH DE number 3626442 (Why is no real title available?)
- scientific article; zbMATH DE number 3204183 (Why is no real title available?)
- A review of selected topics in multivariate probability inequalities
- An Iterative Method for Estimating a Multivariate Mode and Isopleth
- Descriptive statistics for non-parametric models. III: Dispersion
- Descriptive statistics for nonparametric models. II: Location
- Measures of multivariate skewness and kurtosis with applications
- On the Joint Distribution of the Medians in Samples from a Multivariate Population
- Robust m-estimators of multivariate location and scatter
- Stochastic inequalities on partially ordered spaces
- The convex hull of a random set of points
Cited in
(only showing first 100 items - show all)- On the performance of bivariate robust location estimators under contamination
- On The ConditionalL1-median and its estimation
- Distribution-function-based bivariate quantiles.
- On the efficiency of affine invariant multivariate rank tests
- Robust dimension reduction using sliced inverse median regression
- Nonparametric control charts based on data depth for location parameter
- Optimal string clustering based on a Laplace-like mixture and EM algorithm on a set of strings
- On the use of robust estimators of multivariate location for heterogeneous data
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
- Lens data depth and median
- Nonparametric multivariate kurtosis and tailweight measures
- A proof of the Oja depth conjecture in the plane
- On the statistical efficiency of robust estimators of multivariate location
- Affine-equivariant inference for multivariate location under \({L_p}\) loss functions
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Generalized bootstrap for estimators of minimizers of convex functions
- On the measure of anchored Gaussian simplices, with applications to multivariate medians
- Trimmed means for functional data
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Local depth
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
- A test based on data depth for testing location-scale of the two multivariate populations
- Oja centers and centers of gravity
- Connecting pairwise geodesic spheres by depth: DCOPS
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
- Affine equivariant multivariate rank methods
- General notions of statistical depth function.
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
- Invariant tests for multivariate normality: A critical review
- Finite sample breakdown point of Tukey's halfspace median
- A study of the effect of kurtosis on discriminant analysis under elliptical populations
- A generalized multivariate kurtosis ordering and its applications
- The expected convex hull trimmed regions of a sample
- Functional data outlier detection for spectral data
- Depth-based runs tests for bivariate central symmetry
- F-probability plot and its application to multivariate normality
- A nonparametric multivariate multisample test based on data depth
- A scatter matrix estimate based on the zonotope
- The quarter median
- Initializing \(k\)-means clustering by bootstrap and data depth
- Quantile functions for multivariate analysis: approaches and applications
- A notion of depth for sparse functional data
- On distribution-free tests for the multivariate two-sample location-scale model
- Multidimensional medians arising from geodesics on graphs
- Estimates of Regression Coefficients Based on the Sign Covariance Matrix
- Deepest voting: a new way of electing
- K-sign depth: from asymptotics to efficient implementation
- On similarity of the sample projection depth contours and its application
- A family of kurtosis orderings for multivariate distributions
- Consistent estimation of location region
- Depth-based inference for functional data
- Durbin's random substitution and conditional Monte Carlo
- Nonparametric ellipsoidal approximation of compact sets of random points
- Estimating the variance of the LAD regression coefficients.
- Combining information from independent sources through confidence distributions
- Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
- Bivariate Functional Quantile Envelopes With Application to Radiosonde Wind Data
- Resampling-based classification using depth for functional curves
- Asymptotics of Oja median estimate
- Convergence of depth contours for multivariate datasets
- New multivariate orderings based on conditional distributions
- The spatial distribution in infinite dimensional spaces and related quantiles and depths
- Consistency and asymptotic distribution of the Theil-Sen estimator
- Depth functions and mutidimensional medians on minimal spanning trees
- Median balls: An extension of the interquantile intervals to multivariate distributions
- A Multivariate Quantile Predictor
- The asymptotics of the least trimmed absolute deviations (LTAD) estimator
- The multivariate Gini ratio
- Weighted lens depth: Some applications to supervised classification
- Asymptotics of a Theil-type estimate in multiple linear regression
- Gini covariance matrix and its affine equivariant version
- Sign test of independence between two random vectors.
- A multivariate dispersion ordering based on quantiles more widely separated
- Tests for multiple regression based on simplicial depth
- Quantile-based MANOVA: a new tool for inferring multivariate data in factorial designs
- Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis
- On multivariate dispersion orderings based on the standard construction
- Are made and missed different? An analysis of field goal attempts of professional basketball players via depth based testing procedure
- Point set stratification and Delaunay depth
- A lower bound for computing Oja depth
- Eikonal depth: an optimal control approach to statistical depths
- A fast epigraph and hypograph-based approach for clustering functional data
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics
- \(\beta\)-skeleton depth functions and medians
- The asymptotic covariance matrix of the Oja median.
- An L1-type estimator of multivariate location and shape
- On the efficiency of multivariate spatial sign and rank tests
- Data depth, random simplices and multivariate dispersion
- Multivariate ranking using elliptical peeling
- Robust bivariate error detection in skewed data with application to historical radiosonde winds
- A depth-based global envelope test for comparing two groups of functions with applications to biomedical data
- Choosing among notions of multivariate depth statistics
- Multivariate median filters and partial differential equations
- Fast surrogates of U-statistics
- Affine invariant depth-based tests for the multivariate one-sample location problem
- On an order-based multivariate median
- Robustness of the mean square risk in forecasting of regression time series
- Incomplete generalized \(L\)-statistics
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