Nonparametric estimation of multivariate quantiles
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3713004 (Why is no real title available?)
- scientific article; zbMATH DE number 1301683 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- An introduction to copulas.
- Approximation Theorems of Mathematical Statistics
- Bivariate return periods via 2-copulas
- Bootstrap methods: another look at the jackknife
- Convergence rates in nonparametric estimation of level sets
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Iterated smoothed bootstrap confidence intervals for population quantiles
- Kendall distribution functions.
- Kernel density estimation via diffusion
- Nonparametric econometrics. Theory and practice.
- On Kendall's process
- On a Geometric Notion of Quantiles for Multivariate Data
- On a new notion of multidimensional quantile
- On multivariate extensions of value-at-risk
- On smoothing and the bootstrap
- On the multivariate probability integral transformation
- PLUG-IN ESTIMATION OF GENERAL LEVEL SETS
- Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
- Quantile functions for multivariate analysis: approaches and applications
- Semi-parametric approximation of Kendall's distribution function and multivariate return periods
- Smoothing the Bootstrap
- Some results on the convergence of (quasi-) copulas
- Testing for equality between two copulas
- The bootstrap: To smooth or not to smooth?
This page was built for publication: Nonparametric estimation of multivariate quantiles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6625895)