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.
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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
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
A joint quantile regression model for multiple longitudinal outcomes
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
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
On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
Depth level set estimation and associated risk measures
Extremes for multivariate expectiles
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On empirical likelihood statistical functions
Nonparametric tests for multivariate multi-sample locations based on data depth
General jackknife empirical likelihood and its applications
Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
A note on multivariate $M$-quantiles
Reduced form vector directional quantiles
Extending the centerpoint theorem to multiple points
Bayesian multivariate quantile regression using dependent Dirichlet process prior
On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions
Last passage times of minimum contrast estimators
Spatial quantiles on the hypersphere
Gibbs posterior inference on multivariate quantiles
Bayesian Inference on Multivariate Medians and Quantiles
Spatial quantile estimation of multivariate threshold time series models
Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points
Multivariate $\rho $-quantiles: a spatial approach
Monotonicity properties of spatial depth
Data depth-based nonparametric tests for multivariate scales
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Multi-sample comparison using spatial signs for infinite dimensional data
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On weighted multivariate sign functions
Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
On depth measures and dual statistics. A methodology for dealing with general data
Nonparametric multivariate kurtosis and tailweight measures
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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)
Stochastic approximation for multivariate and functional median
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
Determining the number of clusters using multivariate ranks
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
Nonparametric estimation of non-conditional or conditional geometric quantiles
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
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
Some robust estimates of principal components
Positions and QQ plots
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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
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

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