Minimum volume sets and generalized quantile processes

DOI10.1016/S0304-4149(97)00028-8zbMATH Open0905.62053MaRDI QIDQ1275932FDOQ1275932

Wolfgang Polonik

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

consistencyrate of convergencequantile processesBahadur-Kiefer approximationminimum volume set

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Asymptotic distribution theory in statistics (62E20) Strong limit theorems (60F15)

Cites Work

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Cited In (32)

• On elliptical quantiles in the quantile regression setup
• Set-indexed conditional empirical and quantile processes based on dependent data
• Statistical learning based on Markovian data maximal deviation inequalities and learning rates
• Nonparametric estimation of highest density regions for COVID-19
• Nonparametric estimation of multivariate scale mixtures of uniform densities
• Local asymptotic minimax theory for block-decreasing densities
• PRIM analysis
• Statistical applications of generalized quantiles. Nonparametric tolerance regions and P-P plots
• On the Bahadur representation of sample quantiles for score functionals
• Small nonparametric tolerance regions for directional data
• Complexity-penalized estimation of minimum volume sets for dependent data
• Sets that maximize probability and a related variational problem
• Smallest nonparametric tolerance regions.
• A data-adaptive method for estimating density level sets under shape conditions
• Cube root weak convergence of empirical estimators of a density level set
• On generalized elliptical quantiles in the nonlinear quantile regression setup
• Modelling Multivariate Volatilities via Conditionally Uncorrelated Components
• Measuring human activity spaces from GPS data with density ranking and summary curves
• The silhouette, concentration functions and ML-density estimation under order restrictions.
• Multivariate mode hunting: Data analytic tools with measures of significance
• Mass volume curves and anomaly ranking
• Concentration and goodness-of-fit in higher dimensions: (Asymptotically) distribution-free methods
• Nonparametric estimation of directional highest density regions
• Distribution-Free Prediction Sets
• Estimation of density level sets with a given probability content
• Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles
• Optimal rates for plug-in estimators of density level sets
• Nonparametric estimation of level sets under minimal assumptions
• Clustering on the torus by conformal prediction
• Title not available (Why is that?)
• Level sets and minimum volume sets of probability density functions.
• Total error in a plug-in estimator of level sets.

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