Monge-Kantorovich depth, quantiles, ranks and signs

DOI10.1214/16-AOS1450zbMath1426.62163arXiv1412.8434OpenAlexW4211211011MaRDI QIDQ524458

Marc Henry, Marc Hallin, Alfred Galichon, Victor Chernozhukov

Publication date: 2 May 2017

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.8434

zbMATH Keywords

multivariate signs statistical depth empirical transport maps uniform convergence of empirical transport vector quantiles vector ranks

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonparametric robustness (62G35) Convergence of probability measures (60B10)

Related Items (61)

Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs ⋮ Reduced form vector directional quantiles ⋮ Center-Outward R-Estimation for Semiparametric VARMA Models ⋮ Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing ⋮ On the continuity of center-outward distribution and quantile functions ⋮ Quantitative Stability of Regularized Optimal Transport and Convergence of Sinkhorn's Algorithm ⋮ Multivariate ranks based on randomized lift-interdirections ⋮ Marginal M-quantile regression for multivariate dependent data ⋮ Halfspace depth for general measures: the ray basis theorem and its consequences ⋮ Coordinate-wise transformation of probability distributions to achieve a Stein-type identity ⋮ ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS ⋮ Limit laws for empirical optimal solutions in random linear programs ⋮ Boundary estimation from point clouds: algorithms, guarantees and applications ⋮ Tukey Depths and Hamilton--Jacobi Differential Equations ⋮ Choosing among notions of multivariate depth statistics ⋮ A weighted localization of halfspace depth and its properties ⋮ Cone distribution functions and quantiles for multivariate random variables ⋮ Stability of entropic optimal transport and Schrödinger bridges ⋮ Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA ⋮ Stability of Schrödinger potentials and convergence of Sinkhorn's algorithm ⋮ Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding ⋮ Multivariate Rank-Based Distribution-Free Nonparametric Testing Using Measure Transportation ⋮ Independent Nonlinear Component Analysis ⋮ Geometry of vectorial martingale optimal transportations and duality ⋮ Mathematical imaging and surface processing. Abstracts from the workshop held August 21--27, 2022 ⋮ On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective ⋮ An Improved Central Limit Theorem and Fast Convergence Rates for Entropic Transportation Costs ⋮ Noncrossing structured additive multiple-output Bayesian quantile regression models ⋮ Another look at halfspace depth: flag halfspaces with applications ⋮ A condition for the identification of multivariate models with binary instruments ⋮ Integrated quantile functions: properties and applications ⋮ Two-sample goodness-of-fit tests on the flat torus based on Wasserstein distance and their relevance to structural biology ⋮ Dimension-agnostic inference using cross U-statistics ⋮ Spatial quantiles on the hypersphere ⋮ Affine invariant integrated rank-weighted statistical depth: properties and finite sample analysis ⋮ Limit theorems for entropic optimal transport maps and Sinkhorn divergence ⋮ A note on the regularity of optimal-transport-based center-outward distribution and quantile functions ⋮ Vector copulas ⋮ Wide consensus aggregation in the Wasserstein space. Application to location-scatter families ⋮ Center-outward quantiles and the measurement of multivariate risk ⋮ Flexible integrated functional depths ⋮ Directional bivariate quantiles: a robust approach based on the cumulative distribution function ⋮ A simple R-estimation method for semiparametric duration models ⋮ A conversation with Jon Wellner ⋮ Optimal transport: discretization and algorithms ⋮ Functional, randomized and smoothed multivariate quantile regions ⋮ Central limit theorem and bootstrap procedure for Wasserstein's variations with an application to structural relationships between distributions ⋮ Data science, big data and statistics ⋮ On general notions of depth for regression ⋮ Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach ⋮ Multivariate goodness-of-fit tests based on Wasserstein distance ⋮ Bayesian multivariate quantile regression using dependent Dirichlet process prior ⋮ Incomplete interdirections and lift-interdirections ⋮ Flexible quantile contour estimation for multivariate functional data: beyond convexity ⋮ On multivariate quantile regression analysis ⋮ Robust clustering tools based on optimal transportation ⋮ On universally consistent and fully distribution-free rank tests of vector independence ⋮ Entropic optimal transport: geometry and large deviations ⋮ Rank-based testing for semiparametric VAR models: a measure transportation approach ⋮ Empirical Regularized Optimal Transport: Statistical Theory and Applications ⋮ Combining dependent tests based on data depth with applications to the two-sample problem for data of arbitrary types

This page was built for publication: Monge-Kantorovich depth, quantiles, ranks and signs