On a Geometric Notion of Quantiles for Multivariate Data
From MaRDI portal
Publication:3129072
Recommendations
- Extreme geometric quantiles in a multivariate regular variation framework
- A note on multivariate \(M\)-quantiles
- On a new notion of multidimensional quantile
- On affine equivariant multivariate quantiles
- Nonparametric estimation of non-conditional or conditional geometric quantiles
- On the \(u\)\,th geometric conditional quantile
Cited in
(only showing first 100 items - show all)- Distribution-function-based bivariate quantiles.
- On the measure of anchored Gaussian simplices, with applications to multivariate medians
- Gibbs posterior inference on multivariate quantiles
- Multivariate and functional robust fusion methods for structured big data
- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
- Influence functions of some depth functions, and application to depth-weighted L-statistics
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
- scientific article; zbMATH DE number 7625205 (Why is no real title available?)
- General jackknife empirical likelihood and its applications
- Multivariate \(\rho \)-quantiles: a spatial approach
- On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions
- Discussion
- Bayesian Inference on Multivariate Medians and Quantiles
- Multi-sample comparison using spatial signs for infinite dimensional data
- Reduced form vector directional quantiles
- Monotonicity properties of spatial depth
- A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
- On empirical likelihood statistical functions
- Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
- Spatial quantiles on the hypersphere
- Impulse response analysis in conditional quantile models with an application to monetary policy
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications
- Quantile filtering of colour images via symmetric matrices
- On spatial quantiles
- On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
- Nonparametric tests for multivariate multi-sample locations based on data depth
- A note on multivariate \(M\)-quantiles
- Extending the centerpoint theorem to multiple points
- Spatial quantile estimation of multivariate threshold time series models
- Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
- Data depth-based nonparametric tests for multivariate scales
- Flexible quantile contour estimation for multivariate functional data: beyond convexity
- On weighted multivariate sign functions
- Depth level set estimation and associated risk measures
- Last passage times of minimum contrast estimators
- Vector-on-function quantile regression for stationary ergodic processes
- Tests for statistical significance of a treatment effect in the presence of hidden sub-populations
- On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
- Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- A joint quantile regression model for multiple longitudinal outcomes
- Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points
- Extremes for multivariate expectiles
- Bayesian multivariate quantile regression using dependent Dirichlet process prior
- Testing multivariate quantile by empirical likelihood
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- On multivariate quantiles under partial orders
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- A Bayesian Approach to Multiple-Output Quantile Regression
- Data depth based on spatial rank.
- High dimensional data analysis using multivariate generalized spatial quantiles
- Generalized bootstrap for estimators of minimizers of convex functions
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
- Multivariate geometric expectiles
- Concentration of the empirical level sets of Tukey's halfspace depth
- Vector quantile regression: an optimal transport approach
- On directional multiple-output quantile regression
- On the \(u\)\,th geometric conditional quantile
- On a new notion of multidimensional quantile
- A note on the robustness of multivariate medians
- Halfspace depths for scatter, concentration and shape matrices
- \(M\)-estimation, convexity and quantiles
- A multivariate version of kendall's τ
- A partial overview of the theory of statistics with functional data
- On multivariate quantile regression analysis
- A multivariate Wilcoxon regression estimate
- Sign and rank covariance matrices
- On affine equivariant multivariate quantiles
- Design-based estimation for geometric quantiles with application to outlier detection
- Cone distribution functions and quantiles for multivariate random variables
- Some robust estimates of principal components
- Spatial depth-based classification for functional data
- A notion of depth for sparse functional data
- A new concept of quantiles for directional data and the angular Mahalanobis depth
- Positions and QQ plots
- Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
- Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
- On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
- On \(M\)-estimators and normal quantiles.
- Regression based principal component analysis for sparse functional data with applications to screening growth paths
- Statistical assessment and calibration of numerical ECG models
- Extreme geometric quantiles in a multivariate regular variation framework
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
- Quantile curves and dependence structure for bivariate distributions
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
- On depth measures and dual statistics. A methodology for dealing with general data
- Determining the number of clusters using multivariate ranks
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- On multivariate quantile regression
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
- Inference on impulse response functions in structural VAR models
- Comparison of multivariate distributions using quantile-quantile plots and related tests
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- Nonparametric multivariate kurtosis and tailweight measures
- The spatial distribution in infinite dimensional spaces and related quantiles and depths
- Multivariate extensions of expectiles risk measures
- Bahadur representation of \(M_m\) estimates
This page was built for publication: On a Geometric Notion of Quantiles for Multivariate Data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3129072)