On the estimation of extreme directional multivariate quantiles

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scientific article; zbMATH DE number 4030574 (Why is no real title available?)
scientific article; zbMATH DE number 6125590 (Why is no real title available?)
Intriguing properties of extreme geometric quantiles
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Cited in

(9)

Directional bivariate quantiles: a robust approach based on the cumulative distribution function
Reduced form vector directional quantiles
Estimating extreme bivariate quantile regions
Depth level set estimation and associated risk measures
Multivariate quantiles with both overall and directional probability interpretation
On directional multiple-output quantile regression
On extreme quantile region estimation under heavy-tailed elliptical distributions
Empirical likelihood based testing for multivariate regular variation
Extreme geometric quantiles in a multivariate regular variation framework

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