Quantiles and convexity

MaRDI QIDQ3179423zbMATH OpenFDO

Authors Michel Valadier

Publication date 21 December 2016

Full work available at URL http://www.heldermann.de/JCA/JCA23/JCA234/jca23041.htm#jca224

zbMATH Keywords

quantilemedianconvexitysubdifferentialminimizermonotone operatorBV function

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Characterization and structure theory of statistical distributions (62E10) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Axioms; other general questions in probability (60A05)

Recommendations

• Random variables, monotone relations, and convex analysis
• Convexity properties of probability and quantile functions in optimization problems
• Convex properties of the quantile function in stochastic programming
• Médianes vectorielles. (Vectorial medians)
• The median value of a continuous function

Cited in

(4)

• Q-convergence with interquartile ranges
• Quantiles in abstract convex structures
• Conformal Mapping: A Robust Method for Computing Quantiles
• ON CONVERGENCE THEOREMS FOR QUANTILES

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