Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
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Publication:2380085
DOI10.1214/09-AOS723zbMath1183.62088arXiv1002.4486MaRDI QIDQ2380085
Davy Paindaveine, Miroslav Šiman, Marc Hallin
Publication date: 24 March 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.4486
62G20: Asymptotic properties of nonparametric inference
62J05: Linear regression; mixed models
62H05: Characterization and structure theory for multivariate probability distributions; copulas
90C90: Applications of mathematical programming
90C05: Linear programming
62A09: Graphical methods in statistics
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Uses Software
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