On a Geometric Notion of Quantiles for Multivariate Data

From MaRDI portal
Publication:3129072

DOI10.2307/2291681zbMath0869.62040OpenAlexW4247212632MaRDI QIDQ3129072

Probal Chaudhuri

Publication date: 9 September 1997

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



Related Items

Lp and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective, Bayesian Inference on Multivariate Medians and Quantiles, A multivariate CVaR risk measure from the perspective of portfolio risk management, On the estimation of extreme directional multivariate quantiles, On a scale-scale plot for comparing multivariate distributions, Nonparametric tests for multivariate locations based on data depth, Multivariate geometric expectiles, Non‐parametric depth‐based tests for the multivariate location problem, Multivariate expectile-based distribution: properties, Bayesian inference, and applications, Nonparametric tests for multivariate multi-sample locations based on data depth, Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation, General jackknife empirical likelihood and its applications, Multi-normex distributions for the sum of random vectors. Rates of convergence, Spatial quantiles on the hypersphere, Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis, A Bayesian Approach to Multiple-Output Quantile Regression, Unnamed Item, Unnamed Item, Test of multivariate linear models using spatial concordances, Sign and rank covariance matrices, A Vectorial Notion of Skewness and Its Use in Testing for Multivariate Symmetry, Nonparametric multivariate kurtosis and tailweight measures, A note on multivariate \(M\)-quantiles, STATISTICAL ASSESSMENT AND CALIBRATION OF NUMERICAL ECG MODELS, Discussion, MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK, Power of depth-based nonparametric tests for multivariate locations, Extending the centerpoint theorem to multiple points, Comments on: ``Distance geometry and data science, On the Behavior of Extreme d-dimensional Spatial Quantiles Under Minimal Assumptions, Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types, On the confidence region for the bivariate co-ordinate-wise quantiles of the continuous bivariate distribution functions, Reduced form vector directional quantiles, Nonparametric multivariate descriptive measures based on spatial quantiles, Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing, Vector quantile regression: an optimal transport approach, On the \(u\)\,th geometric conditional quantile, On the measure of anchored Gaussian simplices, with applications to multivariate medians, Multivariate \(\rho \)-quantiles: a spatial approach, Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity, Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach, Between data cleaning and inference: pre-averaging and robust estimators of the efficient price, Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth, On weighted multivariate sign functions, Spatial quantile estimation of multivariate threshold time series models, \(M\)-estimation, convexity and quantiles, Depth-based nonparametric description of functional data, with emphasis on use of spatial depth, Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach, Cone distribution functions and quantiles for multivariate random variables, A note on the robustness of multivariate medians, A joint quantile regression model for multiple longitudinal outcomes, A notion of depth for sparse functional data, A partial overview of the theory of statistics with functional data, Comparison of multivariate distributions using quantile-quantile plots and related tests, On directional multiple-output quantile regression, Monotonicity properties of spatial depth, Bridging centrality and extremity: refining empirical data depth using extreme value statistics, Depth level set estimation and associated risk measures, A directional multivariate value at risk, Extreme geometric quantiles in a multivariate regular variation framework, Quantiles for finite and infinite dimensional data, Determining the Number of Clusters Using Multivariate Ranks, Minmax-distance approximation and separation problems: geometrical properties, High dimensional data analysis using multivariate generalized spatial quantiles, Generalized bootstrap for estimators of minimizers of convex functions, Computing multiple-output regression quantile regions, Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management, A fast and recursive algorithm for clustering large datasets with \(k\)-medians, Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates, Nonparametric depth and quantile regression for functional data, Data depth based on spatial rank., Design-based estimation for geometric quantiles with application to outlier detection, Some robust estimates of principal components, Directional bivariate quantiles: a robust approach based on the cumulative distribution function, Inference on impulse response functions in structural VAR models, Testing multivariate quantile by empirical likelihood, On \(M\)-estimators and normal quantiles., On the performance of some robust nonparametric location measures relative to a general notion of multivariate symmetry, Comments concerning the article of Maurice Fréchet: `` Sur une limitation très générale de la dispersion de la médiane, Stochastic Approximation for Multivariate and Functional Median, Bivariate downscaling with asynchronous measurements, Multivariate and functional robust fusion methods for structured big data, Clockwise Bivariate Boxplots, On easily interpretable multivariate reference regions of rectangular shape, Quantile filtering of colour images via symmetric matrices, Concentration of the empirical level sets of Tukey's halfspace depth, Halfspace depths for scatter, concentration and shape matrices, Multivariate extensions of expectiles risk measures, Impulse response analysis in conditional quantile models with an application to monetary policy, Last passage times of minimum contrast estimators, A numerical study of multiple imputation methods using nonparametric multivariate outlier identifiers and depth-based performance criteria with clinical laboratory data, A Bayesian quantile regression approach to multivariate semi-continuous longitudinal data, Extremes for multivariate expectiles, Generalized multivariate rank type test statistics via spatial U-quantiles, Multivariate spatial U-quantiles: A Bahadur-Kiefer representation, a Theil-Sen estimator for multiple regression, and a robust dispersion estimator, On multivariate quantiles under partial orders, A new concept of quantiles for directional data and the angular Mahalanobis depth, Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm, On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median, Positions and QQ plots, Influence functions of some depth functions, and application to depth-weighted L-statistics, Asymptotic behavior of the maximum of multivariate order statistics in a norm sense, A topologically valid definition of depth for functional data, The spatial distribution in infinite dimensional spaces and related quantiles and depths, On empirical likelihood statistical functions, A comparison of algorithms for the multivariate \(L_1\)-median, Computing multiple-output regression quantile regions from projection quantiles, A multivariate Wilcoxon regression estimate, Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation, On depth measures and dual statistics. A methodology for dealing with general data, Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach, Bayesian multivariate quantile regression using dependent Dirichlet process prior, Bahadur representation of \(M_m\) estimates, Regression based principal component analysis for sparse functional data with applications to screening growth paths, Testing of spherical symmetry of a multivariate distribution., Quantile curves and dependence structure for bivariate distributions, Gibbs posterior inference on multivariate quantiles, Online estimation of the asymptotic variance for averaged stochastic gradient algorithms, Multivariate analysis by data depth: Descriptive statistics, graphics and inference. (With discussions and rejoinder), Data depth-based nonparametric tests for multivariate scales, Flexible quantile contour estimation for multivariate functional data: beyond convexity, On multivariate quantile regression analysis, Functional data analysis: local linear estimation of the \(L_1\)-conditional quantiles, Multi-sample comparison using spatial signs for infinite dimensional data, A multivariate version of kendall's τ, Spatial depth-based classification for functional data, Distribution-function-based bivariate quantiles., Generalized quantile processes based on multivariate depth functions, with applications in nonparametric multivariate analysis., Tests for statistical significance of a treatment effect in the presence of hidden sub-populations, On multivariate quantile regression, Vector-on-function quantile regression for stationary ergodic processes