On a Geometric Notion of Quantiles for Multivariate Data

DOI10.2307/2291681zbMATH Open0869.62040OpenAlexW4247212632MaRDI QIDQ3129072FDOQ3129072

Publication date: 9 September 1997

Full work available at URL: https://doi.org/10.2307/2291681

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asymptotic normality Bahadur representation consistency geometric quantiles spatial median regression quantiles confidence ellipsoids equivariance properties \(L\) estimates of multivariate location geometry of multivariate data clouds multiresponse quantile regression trimmed multivariate means

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited In (only showing first 100 items - show all)

Distribution-function-based bivariate quantiles.
On depth measures and dual statistics. A methodology for dealing with general data
Nonparametric multivariate kurtosis and tailweight measures
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
Computing multiple-output regression quantile regions
Generalized bootstrap for estimators of minimizers of convex functions
Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
On directional multiple-output quantile regression
On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry
Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
A topologically valid definition of depth for functional data
Concentration of the empirical level sets of Tukey's halfspace depth
Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
Halfspace depths for scatter, concentration and shape matrices
Design-based estimation for geometric quantiles with application to outlier detection
Cone distribution functions and quantiles for multivariate random variables
A notion of depth for sparse functional data
A new concept of quantiles for directional data and the angular Mahalanobis depth
A comparison of algorithms for the multivariate \(L_1\)-median
Multivariate geometric expectiles
Vector quantile regression: an optimal transport approach
Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
On multivariate quantiles under partial orders
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
The spatial distribution in infinite dimensional spaces and related quantiles and depths
Determining the Number of Clusters Using Multivariate Ranks
Stochastic Approximation for Multivariate and Functional Median
Spatial depth-based classification for functional data
Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
On the estimation of extreme directional multivariate quantiles
Testing multivariate quantile by empirical likelihood
Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
STATISTICAL ASSESSMENT AND CALIBRATION OF NUMERICAL ECG MODELS
Some robust estimates of principal components
Positions and QQ plots
Computing multiple-output regression quantile regions from projection quantiles
Bridging centrality and extremity: refining empirical data depth using extreme value statistics
On the \(u\)\,th geometric conditional quantile
Extreme geometric quantiles in a multivariate regular variation framework
Extending the centerpoint theorem to multiple points
Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
On multivariate quantile regression
High dimensional data analysis using multivariate generalized spatial quantiles
A multivariate Wilcoxon regression estimate
Nonparametric multivariate descriptive measures based on spatial quantiles
A directional multivariate value at risk
A Bayesian Approach to Multiple-Output Quantile Regression
On affine equivariant multivariate quantiles
Bivariate downscaling with asynchronous measurements
A partial overview of the theory of statistics with functional data
On \(M\)-estimators and normal quantiles.
A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry
Inference on impulse response functions in structural VAR models
Bahadur representation of \(M_m\) estimates
Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm
A note on the robustness of multivariate medians
Comparison of multivariate distributions using quantile-quantile plots and related tests
A fast and recursive algorithm for clustering large datasets with \(k\)-medians
Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates
Quantile curves and dependence structure for bivariate distributions
On a new notion of multidimensional quantile
Sign and rank covariance matrices
Regression based principal component analysis for sparse functional data with applications to screening growth paths
Data depth based on spatial rank.
Multivariate extensions of expectiles risk measures
Minmax-distance approximation and separation problems: geometrical properties
A multivariate version of kendall's τ
On multivariate quantile regression analysis
Test of multivariate linear models using spatial concordances
Quantiles for finite and infinite dimensional data
Testing of spherical symmetry of a multivariate distribution.
\(M\)-estimation, convexity and quantiles
Nonparametric depth and quantile regression for functional data
Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
Discussion
On spatial quantiles
Directional bivariate quantiles: a robust approach based on the cumulative distribution function
On the measure of anchored Gaussian simplices, with applications to multivariate medians
MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data
Nonparametric tests for multivariate locations based on data depth
Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator
Multivariate and functional robust fusion methods for structured big data
Power of depth-based nonparametric tests for multivariate locations
A joint quantile regression model for multiple longitudinal outcomes
A multivariate CVaR risk measure from the perspective of portfolio risk management
On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
Vector-on-function quantile regression for stationary ergodic processes
Influence functions of some depth functions, and application to depth-weighted L-statistics
Multivariate expectile-based distribution: properties, Bayesian inference, and applications
The geometric median and applications to robust mean estimation
Impulse response analysis in conditional quantile models with an application to monetary policy
L^p and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
Non‐parametric depth‐based tests for the multivariate location problem

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