Descriptive statistics for multivariate distributions
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Cites work
- 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
- 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?)
- 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)- A family of kurtosis orderings for multivariate distributions
- Asymptotics of a Theil-type estimate in multiple linear regression
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
- Point set stratification and Delaunay depth
- Depth-based inference for functional data
- The simplex dispersion ordering and its application to the evaluation of human corneal endothelia
- Data depth, random simplices and multivariate dispersion
- A lower bound for computing Oja depth
- A note on the robustness of multivariate medians
- Estimating the variance of the LAD regression coefficients.
- On the efficiency of affine invariant multivariate rank tests
- Halfspace depth and regression depth characterize the empirical distribution
- The asymptotics of the least trimmed absolute deviations (LTAD) estimator
- Multivariate dispersion orderings
- Incomplete generalized L-statistics
- Multidimensional medians arising from geodesics on graphs
- Convergence of depth contours for multivariate datasets
- On the efficiency of multivariate spatial sign and rank tests
- On the effect of inliers on the spatial median
- Median balls: An extension of the interquantile intervals to multivariate distributions
- Algorithms for bivariate medians and a Fermat-Torricelli problem for lines.
- Generalized bootstrap for estimators of minimizers of convex functions
- The asymptotic covariance matrix of the Oja median.
- Sign test of independence between two random vectors.
- The affine equivariant sign covariance matrix: Asymptotic behavior and efficiencies.
- A scatter matrix estimate based on the zonotope
- Depth for curve data and applications
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- High-dimensional computation of the deepest location.
- Rate of convergence of depth contours: with application to a multivariate metrically trimmed mean.
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- On distribution-free tests for the multivariate two-sample location-scale model
- Optimization techniques for multivariate least trimmed absolute deviation estimation
- Penalty-based aggregation of multidimensional data
- Oja median: center-locating property
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
- Connecting pairwise geodesic spheres by depth: DCOPS
- Combining information from independent sources through confidence distributions
- Multidimensional medians and uniqueness
- Robust covariance and scatter matrix estimation under Huber's contamination model
- Bahadur representation of M_m estimates
- A multivariate dispersion ordering based on quantiles more widely separated
- Consistent estimation of location region
- General notions of statistical depth function.
- Invariant tests for multivariate normality: A critical review
- Distribution-function-based bivariate quantiles.
- Trimmed means for functional data
- Affine equivariant multivariate rank methods
- Nonparametric multivariate descriptive measures based on spatial quantiles
- A nonparametric multivariate multisample test based on data depth
- On min-max majority and deepest points
- Multivariate L-estimation. (With comments)
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
- Quantile filtering of colour images via symmetric matrices
- Halfspace depth and floating body
- Dirichlet depths for point process
- On an order-based multivariate median
- Affine-equivariant inference for multivariate location under \({L_p}\) loss functions
- The quarter median
- Deepest voting: a new way of electing
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
- On the measure of anchored Gaussian simplices, with applications to multivariate medians
- Choosing among notions of multivariate depth statistics
- Robust dimension reduction using sliced inverse median regression
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Initializing \(k\)-means clustering by bootstrap and data depth
- K-sign depth: from asymptotics to efficient implementation
- Tests for multiple regression based on simplicial depth
- Affine invariant depth-based tests for the multivariate one-sample location problem
- 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
- The multivariate Gini ratio
- Finite sample breakdown point of Tukey's halfspace median
- The asymptotic efficiency of the spatial median for elliptically symmetric distributions
- Gini covariance matrix and its affine equivariant version
- Fast surrogates of U-statistics
- A proof of the Oja depth conjecture in the plane
- On multivariate dispersion orderings based on the standard construction
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- Consistency and asymptotic distribution of the Theil-Sen estimator
- Preserving multivariate dispersion: an application to the Wishart distribution
- The spatial distribution in infinite dimensional spaces and related quantiles and depths
- Asymptotic linearity of serial and nonserial multivariate signed rank statistics
- An L1-type estimator of multivariate location and shape
- A notion of depth for sparse functional data
- A unified framework on defining depth for point process using function smoothing
- Last passage times of minimum contrast estimators
- Resampling-based classification using depth for functional curves
- Nonparametric ellipsoidal approximation of compact sets of random points
- A multivariate IFR notion based on the multivariate dispersive ordering
- Robustness of the mean square risk in forecasting of regression time series
- Lens data depth and median
- F-probability plot and its application to multivariate normality
- Partial differential equations of bivariate median filters
- Multivariate median filters and partial differential equations
- Process capability vector for multivariate nonlinear profiles
- On describing multivariate skewed distributions: A directional approach
- A multivariate signed sum test for theone-sample location problem
- Effect of kurtosis on efficiency of some multivariate medians
- A Nonparametric Test for the One-Sample Bivariate Location Problem
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