Generalized quantile processes
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Cited in
(42)- Distribution-function-based bivariate quantiles.
- Set-indexed conditional empirical and quantile processes based on dependent data
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- Statistical learning based on Markovian data maximal deviation inequalities and learning rates
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
- On quantile processes for m-dependent Rv's
- Small nonparametric tolerance regions for directional data
- On the continuity of center-outward distribution and quantile functions
- Asymptotics of generalized depth-based spread processes and applications
- Limit laws for multidimensional extremes
- An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
- On multivariate quantiles under partial orders
- Median balls: An extension of the interquantile intervals to multivariate distributions
- Central limit theorems for local empirical processes near boundaries of sets
- Smallest nonparametric tolerance regions.
- Asymptotics of the shorth plot
- The silhouette, concentration functions and ML-density estimation under order restrictions.
- Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
- Influence functions for a general class of depth-based generalized quantile functions
- Maximal type test statistics based on conditional processes
- Multiscale geometric feature extraction for high-dimensional and non-Euclidean data with applications
- Higher order estimation at Lebesgue points
- Concentration bounds for the empirical angular measure with statistical learning applications
- On the existence of continuous processes with given one-dimensional distributions
- Center-outward quantiles and the measurement of multivariate risk
- Mass volume curves and anomaly ranking
- Asymptotic confidence intervals for the length of the shortt under random censoring
- A multivariate Kolmogorov-Smirnov test of goodness of fit
- On optimal choice of order statistics in large samples for the construction of confidence regions for the location and scale
- scientific article; zbMATH DE number 1194782 (Why is no real title available?)
- Estimating the support of a high-dimensional distribution
- Kernel methods in machine learning
- On tests for multivariate normality and associated simulation studies
- Limit theorems for quantile and depth regions for stochastic processes
- A Bayesian stochastic approximation method
- Minimum volume sets and generalized quantile processes
- \(M\)-estimation, convexity and quantiles
- Consistency of Bayesian inference for multivariate max-stable distributions
- Optimal choice of order statistics under confidence region estimation in case of large samples
- Total error in a plug-in estimator of level sets.
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