Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series
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Cites work
- scientific article; zbMATH DE number 5275983 (Why is no real title available?)
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- scientific article; zbMATH DE number 3246773 (Why is no real title available?)
- Analysis of financial time series
- Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
- Copula-based nonlinear quantile autoregression
- Dynamic quantile models
- Extreme-quantile tracking for financial time series
- General notions of statistical depth function.
- Local linear quantile estimation for nonstationary time series
- Monge-Kantorovich depth, quantiles, ranks and signs
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- On the Concept of Depth for Functional Data
- Oscillations of empirical distribution functions under dependence
- Quantile functions for multivariate analysis: approaches and applications
- Quantile regression.
- Quantiles, expectiles and splines
- Regression Quantiles
- Sequential quantiles via Hermite series density estimation
- Surface boxplots
- Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
- The empirical distribution of a large number of correlated normal variables
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