Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.

DOI10.1006/JMVA.2001.2044zbMATH Open1146.62327OpenAlexW2072087034MaRDI QIDQ1867145FDOQ1867145

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2044

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heavy tails kurtosis multivariate scatter weak convergence scale curve generalized quantile processes statistical depth functions

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

Cites Work

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Breakdown properties of location estimates based on halfspace depth and projected outlyingness
\(M\)-estimation, convexity and quantiles
On a Geometric Notion of Quantiles for Multivariate Data
The multivariate L ₁ -median and associated data depth
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
General notions of statistical depth function.
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On a notion of data depth based on random simplices
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A Quality Index Based on Data Depth and Multivariate Rank Tests
Structural properties and convergence results for contours of sample statistical depth functions.
A General Definition of the Lorenz Curve
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Convergence theorems for empirical Lorenz curves and their inverses
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Generalized quantile processes
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Convergence of depth contours for multivariate datasets
On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
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Smallest nonparametric tolerance regions.
Small nonparametric tolerance regions for directional data
Nonparametric notions of multivariate scatter measure and more scattered based on statistical depth functions
Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
Statistical applications of generalized quantiles. Nonparametric tolerance regions and P-P plots

Cited In (21)

Projection-based depth functions and associated medians
Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland, August 4--9, 2002
Influence functions of some depth functions, and application to depth-weighted L-statistics
A generalized multivariate kurtosis ordering and its applications
A new concept of quantiles for directional data and the angular Mahalanobis depth
Asymptotics of generalized depth-based spread processes and applications
Marginal M-quantile regression for multivariate dependent data
On the estimation of extreme directional multivariate quantiles
Influence functions for a general class of depth-based generalized quantile functions
Data depth, random simplices and multivariate dispersion
EDF goodness-of-fit tests based on centre-outward ordering
Convergence of quantile and depth regions
Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types
Nonparametric multivariate descriptive measures based on spatial quantiles
A directional multivariate value at risk
Local half-region depth for functional data
A note on simplicial depth function
On Maximum Depth and Related Classifiers
Limit theorems for quantile and depth regions for stochastic processes
Directional multivariate extremes in environmental phenomena
Empirical depth processes

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