On a Geometric Notion of Quantiles for Multivariate Data
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Publication:3129072
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Cited in
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- Distribution-function-based bivariate quantiles.
- On depth measures and dual statistics. A methodology for dealing with general data
- Asymptotic behavior of the maximum of multivariate order statistics in a norm sense
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
- Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane
- Nonparametric multivariate kurtosis and tailweight measures
- Quantile feature screening for infinite dimensional data under FDR control
- Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management
- Computing multiple-output regression quantile regions
- On spatial quantiles
- Multivariate spatial conditional U-quantiles: a Bahadur-Kiefer representation
- Directional bivariate quantiles: a robust approach based on the cumulative distribution function
- A bipartite ranking approach to the two-sample problem
- Discussion
- Generalized bootstrap for estimators of minimizers of convex functions
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- MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK
- Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder)
- On directional multiple-output quantile regression
- 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
- Permutation tests of multivariate location using data depth
- Stochastic approximation for multivariate and functional median
- Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles
- Nonparametric tests for multivariate locations based on data depth
- On superlevel sets of conditional densities and multivariate 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
- A joint quantile regression model for multiple longitudinal outcomes
- Power of depth-based nonparametric tests for multivariate locations
- On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions
- Depth-based nonparametric description of functional data, with emphasis on use of spatial depth
- PDE characterization of geometric distribution functions and quantiles
- Vector-on-function quantile regression for stationary ergodic processes
- A multivariate CVaR risk measure from the perspective of portfolio risk management
- Influence functions of some depth functions, and application to depth-weighted L-statistics
- A topologically valid definition of depth for functional data
- Concentration of the empirical level sets of Tukey's halfspace depth
- Multivariate expectile-based distribution: properties, Bayesian inference, and applications
- Impulse response analysis in conditional quantile models with an application to monetary policy
- Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
- The geometric median and applications to robust mean estimation
- Halfspace depths for scatter, concentration and shape matrices
- Cone distribution functions and quantiles for multivariate random variables
- A new concept of quantiles for directional data and the angular Mahalanobis depth
- Design-based estimation for geometric quantiles with application to outlier detection
- A notion of depth for sparse functional data
- Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation
- A comparison of algorithms for the multivariate \(L_1\)-median
- Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective
- On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
- Non‐parametric depth‐based tests for the multivariate location problem
- Vector quantile regression: an optimal transport approach
- On the consistency of the jackknife estimator of the asymptotic variance of spatial median
- Extremes for multivariate expectiles
- Depth level set estimation and associated risk measures
- Multivariate geometric expectiles
- Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach
- Nonparametric estimation of non-conditional or conditional geometric quantiles
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Modeling conditional reference regions: application to glycemic markers
- scientific article; zbMATH DE number 7625205 (Why is no real title available?)
- On multivariate quantiles under partial orders
- A multivariate quantile based on Kendall ordering
- Bivariate Functional Quantile Envelopes With Application to Radiosonde Wind Data
- Comments on: ``Distance geometry and data science
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price
- On empirical likelihood statistical functions
- The spatial distribution in infinite dimensional spaces and related quantiles and depths
- Geometric quantile-based measures of multivariate distributional characteristics
- Nonparametric tests for multivariate multi-sample locations based on data depth
- Spatial depth-based classification for functional data
- Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach
- General jackknife empirical likelihood and its applications
- Generalized multivariate rank type test statistics via spatial U-quantiles
- Testing multivariate quantile by empirical likelihood
- Radial fields on the manifolds of symmetric positive definite matrices
- On the estimation of extreme directional multivariate quantiles
- Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis.
- Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis
- Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
- Some robust estimates of principal components
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- Positions and QQ plots
- Bridging centrality and extremity: refining empirical data depth using extreme value statistics
- Nonparametric estimation of multivariate quantiles
- Computing multiple-output regression quantile regions from projection quantiles
- A depth-based global envelope test for comparing two groups of functions with applications to biomedical data
- On the robustness of spatial quantiles
- A note on multivariate \(M\)-quantiles
- On the \(u\)\,th geometric conditional quantile
- Extreme geometric quantiles in a multivariate regular variation framework
- Reduced form vector directional quantiles
- On easily interpretable multivariate reference regions of rectangular shape
- Bayesian multivariate quantile regression using dependent Dirichlet process prior
- Extending the centerpoint theorem to multiple points
- On multivariate quantile regression
- Online estimation of the asymptotic variance for averaged stochastic gradient algorithms
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