Note on the spatial quantile of a random vector

DOI10.1016/0167-7152(92)90043-5zbMath0743.62040OpenAlexW2043836528MaRDI QIDQ1185564

Belkacem Abdous, Radu Theodorescu

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90043-5

zbMATH Keywords

order statisticsconvexityspatial medianspatial quantilealpha- quantilesminimum expectation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Directional data; spatial statistics (62H11) Distribution theory (60E99)

Related Items (20)

Bayesian Inference on Multivariate Medians and Quantiles ⋮ On the \(u\)\,th geometric conditional quantile ⋮ Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth ⋮ Median balls: An extension of the interquantile intervals to multivariate distributions ⋮ Multivariate geometric expectiles ⋮ Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates ⋮ Nonparametric estimation of normal ranges given one-way ANOVA random effects assumptions. ⋮ Unnamed Item ⋮ Directional bivariate quantiles: a robust approach based on the cumulative distribution function ⋮ On a transformation and re-transformation technique for constructing an affine equivariant multivariate median ⋮ Limit laws for multidimensional extremes ⋮ Multivariate extensions of expectiles risk measures ⋮ On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median ⋮ A Multivariate Quantile Predictor ⋮ Regression based principal component analysis for sparse functional data with applications to screening growth paths ⋮ Quantile curves and dependence structure for bivariate distributions ⋮ Gibbs posterior inference on multivariate quantiles ⋮ Quantile functions for multivariate analysis: approaches and applications ⋮ An alternative skew exponential power distribution formulation ⋮ Vector-on-function quantile regression for stationary ergodic processes

Uses Software

• AS 143
• AS 78

Cites Work

• Uniqueness of the spatial median
• [https://portal.mardi4nfdi.de/wiki/Publication:3689923 La multi-application m�dianes conditionnelles]
• Spatial median and directional data
• Algorithm AS 143: The Mediancentre
• Convex Analysis
• Note on the median of a multivariate distribution
• Convergence of stochastic processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

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