Testing multivariate quantile by empirical likelihood (Q2222231)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing multivariate quantile by empirical likelihood |
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Testing multivariate quantile by empirical likelihood (English)
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26 January 2021
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The authors introduce a novel method -- called mean-of-quantile -- for the estimation of multivariate quantiles. They prove consistency and asymptotic normality of the corresponding estimators and an empirical likelihood method is applied to them. They illustrate the practical performance of the method by Monte Carlo simulations.
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empirical likelihood
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hypothesis test
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mean-of-quantile
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multivariate quantile
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