On a new notion of multidimensional quantile

MaRDI QIDQ1901281zbMATH OpenFDO

Authors Luisa Tibiletti

Publication date 11 December 1995

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

data scale-invariancedata segmentationmedianmultidimensional quantilenew definition

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(12)

• Distribution-function-based bivariate quantiles.
• Estimating covariate functions associated to multivariate risks: a level set approach
• Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory
• On a Geometric Notion of Quantiles for Multivariate Data
• A multivariate extension of the increasing convex order to compare risks
• Vector-valued tail value-at-risk and capital allocation
• scientific article; zbMATH DE number 4076289 (Why is no real title available?)
• On multivariate extensions of value-at-risk
• Quantiles for finite and infinite dimensional data
• On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
• Nonparametric estimation of multivariate quantiles
• Kendall distributions and level sets in bivariate exchangeable survival models

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